+7.8%
APD vs KMX
-25.6%
+33.3%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -4.3% | +3.1% | -0.8% |
| 7D | -2.5% | -0.7% | -1.8% | -2.4% |
| 30D | -1.9% | +4.1% | -6.0% | -2.3% |
| 3M | +8.2% | +27.5% | -19.3% | +5.4% |
| 6M | +10.7% | +43.6% | -32.8% | +6.0% |
| YTD | +22.9% | +56.8% | -33.8% | +16.0% |
| 1Y | +5.8% | -1.3% | +7.1% | +8.0% |
| 3Y | +7.8% | -25.4% | +33.2% | +9.5% |
| All | +7.8% | -25.6% | +33.3% | +9.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling