+69.0%
AMP vs KMX
-25.1%
+94.1%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.3% | -0.6% | +0.5% |
| 7D | -0.5% | -3.1% | +2.6% | +0.1% |
| 30D | -1.3% | +4.4% | -5.8% | -2.2% |
| 3M | +24.2% | +18.9% | +5.3% | +19.6% |
| 6M | +24.6% | +44.3% | -19.7% | +14.1% |
| YTD | +14.8% | +58.7% | -43.9% | +2.5% |
| 1Y | +12.8% | +0.1% | +12.7% | +11.6% |
| 3Y | +69.0% | -24.4% | +93.4% | +70.6% |
| All | +69.0% | -25.1% | +94.1% | +70.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling