+169.1%
APD vs KMX
+3.6%
+165.4%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.5% | -0.4% | -0.7% |
| 7D | -4.6% | -1.9% | -2.7% | -4.3% |
| 30D | -4.2% | +2.6% | -6.8% | -4.7% |
| 3M | +5.0% | +25.6% | -20.6% | -0.2% |
| 6M | +8.9% | +41.9% | -32.9% | +0.2% |
| YTD | +21.9% | +56.0% | -34.1% | +9.3% |
| 1Y | +5.6% | -1.8% | +7.3% | +3.3% |
| 3Y | +6.9% | -25.7% | +32.6% | +8.7% |
| 5Y | +25.3% | -54.7% | +80.1% | +38.5% |
| 10Y | +169.1% | +9.2% | +159.9% | +128.0% |
| All | +169.1% | +3.6% | +165.4% | +128.0% |
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 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