+197.7%
AON vs KMX
+11.6%
+186.0%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +1.3% | -3.0% | -1.9% |
| 7D | -6.3% | -3.1% | -3.2% | -5.8% |
| 30D | -14.1% | +4.4% | -18.5% | -14.7% |
| 3M | -9.5% | +18.9% | -28.4% | -12.6% |
| 6M | -4.0% | +44.3% | -48.3% | -11.1% |
| YTD | -13.8% | +58.7% | -72.5% | -22.1% |
| 1Y | -18.3% | +0.1% | -18.4% | -20.2% |
| 3Y | -7.2% | -24.4% | +17.2% | -6.7% |
| 5Y | +7.3% | -54.4% | +61.8% | +17.4% |
| All | +197.7% | +11.6% | +186.0% | +156.2% |
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