-20.3%
AMRZ vs KMX
-22.6%
+2.3%
-44.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -2.4% | +0.5% | -1.3% |
| 7D | -4.0% | 0.0% | -4.0% | -4.0% |
| 30D | +12.4% | +3.5% | +8.9% | +11.6% |
| 3M | -11.5% | -10.4% | -1.1% | -9.5% |
| 6M | -21.6% | +37.6% | -59.2% | -27.3% |
| YTD | -23.4% | +36.1% | -59.4% | -29.1% |
| 1Y | -17.2% | +52.8% | -69.9% | -25.0% |
| All | -20.3% | -22.6% | +2.3% | -18.1% |
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