+193.1%
APD vs KMX
-2.3%
+195.4%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.2% | -1.1% | -0.1% |
| 7D | +3.8% | +3.4% | +0.5% | +3.2% |
| 30D | +8.2% | +6.8% | +1.4% | +6.7% |
| 3M | +4.3% | -11.4% | +15.7% | +6.3% |
| 6M | +4.7% | +43.6% | -38.9% | -3.8% |
| YTD | +31.5% | +37.7% | -6.2% | +20.3% |
| 1Y | +23.5% | +53.0% | -29.4% | +10.3% |
| 3Y | +29.1% | -16.3% | +45.4% | +26.7% |
| 5Y | +15.9% | -64.2% | +80.1% | +35.6% |
| All | +193.1% | -2.3% | +195.4% | +157.5% |
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 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