+7.3%
AON vs KMX
-54.8%
+62.0%
-25.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +1.3% | -3.0% | -1.8% |
| 7D | -6.3% | -3.1% | -3.2% | -6.0% |
| 30D | -14.1% | +4.4% | -18.5% | -14.5% |
| 3M | -9.5% | +18.9% | -28.4% | -11.4% |
| 6M | -4.0% | +44.3% | -48.3% | -8.6% |
| YTD | -13.8% | +58.7% | -72.5% | -19.2% |
| 1Y | -18.3% | +0.1% | -18.4% | -19.0% |
| 3Y | -7.2% | -24.4% | +17.2% | -5.8% |
| All | +7.3% | -54.8% | +62.0% | +14.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling