+1,730.1%
APD vs KMX
+389.9%
+1,340.2%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.6% | +1.5% | +1.0% |
| 7D | -1.2% | -2.3% | +1.1% | -0.8% |
| 30D | +11.0% | +6.3% | +4.7% | +9.8% |
| 3M | +2.6% | -7.4% | +9.9% | +3.5% |
| 6M | +4.8% | +37.9% | -33.1% | -1.5% |
| YTD | +31.0% | +39.5% | -8.5% | +21.7% |
| 1Y | +23.4% | +57.9% | -34.5% | +12.2% |
| 3Y | +28.4% | -15.0% | +43.3% | +25.8% |
| 5Y | +15.2% | -64.1% | +79.3% | +26.8% |
| 10Y | +190.7% | -1.6% | +192.3% | +162.5% |
| All | +1,730.1% | +389.9% | +1,340.2% | +1,147.8% |
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