-99.9%
AMIX vs KMX
-24.8%
-75.1%
-99.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.4% | -2.4% | -6.0% | -8.7% |
| 7D | -10.9% | 0.0% | -10.8% | -11.0% |
| 30D | -55.0% | +3.5% | -58.5% | -54.7% |
| 3M | -82.0% | -10.4% | -71.6% | -82.2% |
| 6M | -80.4% | +37.6% | -118.1% | -80.4% |
| YTD | -88.3% | +36.1% | -124.3% | -88.2% |
| 1Y | -92.4% | +52.8% | -145.1% | -92.2% |
| All | -99.9% | -24.8% | -75.1% | -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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling