+105.4%
AMT vs KMX
+3.6%
+101.8%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.5% | +0.3% | -0.1% |
| 7D | +1.5% | -1.9% | +3.3% | +1.7% |
| 30D | +3.7% | +2.6% | +1.2% | +3.3% |
| 3M | -7.2% | +25.6% | -32.8% | -10.9% |
| 6M | -4.2% | +41.9% | -46.0% | -10.1% |
| YTD | +1.9% | +56.0% | -54.1% | -6.5% |
| 1Y | -6.4% | -1.8% | -4.6% | -8.1% |
| 3Y | +7.7% | -25.7% | +33.5% | +8.3% |
| 5Y | -30.9% | -54.7% | +23.8% | -26.6% |
| 10Y | +105.4% | +9.2% | +96.2% | +98.9% |
| All | +105.4% | +3.6% | +101.8% | +98.9% |
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