+166.1%
APA vs KMX
-52.4%
+218.5%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -4.3% | +6.1% | +2.8% |
| 7D | -1.7% | -0.7% | -1.0% | -1.6% |
| 30D | +15.7% | +4.1% | +11.6% | +14.5% |
| 3M | +16.5% | +27.5% | -11.1% | +9.2% |
| 6M | +35.1% | +43.6% | -8.5% | +21.9% |
| YTD | +82.2% | +56.8% | +25.5% | +60.4% |
| 1Y | +102.5% | -1.3% | +103.8% | +99.2% |
| 3Y | +10.3% | -25.4% | +35.7% | +17.0% |
| 5Y | +166.1% | -53.9% | +220.0% | +222.2% |
| All | +166.1% | -52.4% | +218.5% | +222.2% |
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 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