+311.2%
APA vs KMX
+475.4%
-164.2%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +1.0% | -4.2% | -3.4% |
| 7D | +0.5% | +1.9% | -1.4% | +0.1% |
| 30D | +23.4% | +11.7% | +11.7% | +20.4% |
| 3M | +12.7% | +34.9% | -22.2% | +4.8% |
| 6M | +39.4% | +50.3% | -10.8% | +25.5% |
| YTD | +79.0% | +63.8% | +15.2% | +57.7% |
| 1Y | +88.8% | +3.8% | +85.0% | +80.0% |
| 3Y | +6.4% | -24.3% | +30.6% | +7.5% |
| 5Y | +153.0% | -50.2% | +203.2% | +170.9% |
| 10Y | +7.5% | +5.4% | +2.2% | +2.2% |
| All | +311.2% | +475.4% | -164.2% | +149.0% |
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