+133.5%
AMT vs KMX
+2.4%
+131.2%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.6% | +0.5% | 0.0% |
| 7D | -2.4% | -2.3% | -0.1% | -2.0% |
| 30D | +4.2% | +6.3% | -2.1% | +3.1% |
| 3M | +13.4% | -7.4% | +20.8% | +14.5% |
| 6M | +9.4% | +37.9% | -28.5% | +2.9% |
| YTD | +11.7% | +39.5% | -27.8% | +3.9% |
| 1Y | +7.1% | +57.9% | -50.7% | -2.6% |
| 3Y | +15.1% | -15.0% | +30.0% | +12.0% |
| 5Y | -17.9% | -64.1% | +46.2% | -9.0% |
| 10Y | +133.5% | -1.6% | +135.2% | +123.5% |
| All | +133.5% | +2.4% | +131.2% | +123.5% |
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