+360.5%
APA vs KMX
+378.0%
-17.5%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -2.4% | +4.4% | +2.5% |
| 7D | +9.6% | 0.0% | +9.7% | +9.5% |
| 30D | -0.2% | +3.5% | -3.7% | -1.3% |
| 3M | +19.8% | -10.4% | +30.3% | +21.9% |
| 6M | +30.1% | +37.6% | -7.6% | +19.4% |
| YTD | +100.4% | +36.1% | +64.3% | +82.8% |
| 1Y | +105.2% | +52.8% | +52.4% | +82.1% |
| 3Y | +44.6% | -17.0% | +61.6% | +42.9% |
| 5Y | +88.8% | -64.7% | +153.5% | +116.9% |
| 10Y | +6.6% | -4.0% | +10.6% | +3.6% |
| All | +360.5% | +378.0% | -17.5% | +188.5% |
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