-16.6%
AMRZ vs KMX
-20.4%
+3.7%
-44.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +5.1% | -2.8% | +1.1% |
| 7D | -1.1% | -4.1% | +3.0% | -0.2% |
| 30D | +18.3% | +2.9% | +15.4% | +17.5% |
| 3M | -8.0% | -7.0% | -1.0% | -6.7% |
| 6M | -18.7% | +34.1% | -52.8% | -24.2% |
| YTD | -19.8% | +40.0% | -59.9% | -26.4% |
| 1Y | -12.3% | +67.2% | -79.5% | -21.9% |
| All | -16.6% | -20.4% | +3.7% | -14.9% |
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