+1,680.5%
AON vs KMX
+450.6%
+1,229.9%
-67.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -4.3% | +2.0% | -1.7% |
| 7D | -3.2% | -0.7% | -2.5% | -3.1% |
| 30D | -11.9% | +4.1% | -16.0% | -12.4% |
| 3M | -2.9% | +27.5% | -30.4% | -6.4% |
| 6M | -6.8% | +43.6% | -50.4% | -12.1% |
| YTD | -10.1% | +56.8% | -66.8% | -16.5% |
| 1Y | -14.2% | -1.3% | -12.9% | -16.0% |
| 3Y | -3.3% | -25.4% | +22.1% | -3.3% |
| 5Y | +13.6% | -53.9% | +67.5% | +18.6% |
| 10Y | +209.2% | +0.7% | +208.5% | +182.5% |
| All | +1,680.5% | +450.6% | +1,229.9% | +1,057.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling