-4.1%
APA vs KMX
+10.2%
-14.3%
-93.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.4% | -1.1% | -0.8% |
| 7D | +0.8% | -3.4% | +4.2% | +2.1% |
| 30D | +9.6% | +4.0% | +5.6% | +7.4% |
| 3M | +18.0% | +24.8% | -6.8% | +5.6% |
| 6M | +41.9% | +43.6% | -1.7% | +16.7% |
| YTD | +86.3% | +56.6% | +29.7% | +46.4% |
| 1Y | +97.9% | +2.2% | +95.6% | +81.4% |
| 3Y | +12.8% | -25.4% | +38.2% | +16.0% |
| 5Y | +177.2% | -55.0% | +232.2% | +247.9% |
| All | -4.1% | +10.2% | -14.3% | -23.9% |
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