-99.9%
AMIX vs KMX
-22.9%
-77.0%
-99.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -20.0% | -0.6% | -19.4% | -20.1% |
| 7D | -8.1% | -2.3% | -5.8% | -8.5% |
| 30D | -52.3% | +6.3% | -58.6% | -51.8% |
| 3M | -83.8% | -7.4% | -76.4% | -83.9% |
| 6M | -79.0% | +37.9% | -116.9% | -78.9% |
| YTD | -87.2% | +39.5% | -126.7% | -87.0% |
| 1Y | -91.7% | +57.9% | -149.5% | -91.5% |
| All | -99.9% | -22.9% | -77.0% | -99.9% |
Cumulative growth
Daily Returns
Daily percentage return beside KMX.
Daily Out/Under-Performance
Portfolio return minus KMX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KMX return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded KMX wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling