+1,638.0%
APD vs KMX
+475.4%
+1,162.6%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.0% | -2.0% | -1.1% |
| 7D | -2.2% | +1.9% | -4.1% | -2.5% |
| 30D | +2.1% | +11.7% | -9.6% | +0.2% |
| 3M | +7.2% | +34.9% | -27.7% | +1.5% |
| 6M | +11.2% | +50.3% | -39.0% | +2.8% |
| YTD | +24.4% | +63.8% | -39.4% | +12.9% |
| 1Y | +6.7% | +3.8% | +2.8% | +3.0% |
| 3Y | +9.2% | -24.3% | +33.5% | +9.3% |
| 5Y | +27.4% | -50.2% | +77.6% | +32.8% |
| 10Y | +164.8% | +5.4% | +159.5% | +136.6% |
| All | +1,638.0% | +475.4% | +1,162.6% | +1,057.5% |
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