+107.2%
APA vs KMX
+35.0%
+72.2%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.9% | +3.3% | -10.2% | -6.7% |
| 7D | -13.0% | +2.1% | -15.1% | -12.8% |
| 30D | +2.0% | +0.5% | +1.5% | +2.1% |
| 3M | +24.9% | -4.1% | +29.0% | +24.7% |
| 6M | +7.2% | +49.5% | -42.3% | +8.8% |
| YTD | +87.1% | +42.7% | +44.4% | +99.2% |
| 1Y | +107.2% | +35.3% | +71.9% | +121.1% |
| All | +107.2% | +35.0% | +72.2% | +121.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling