+1,694.5%
APD vs KMX
+391.9%
+1,302.6%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +5.1% | -3.1% | +1.2% |
| 7D | -1.6% | -4.1% | +2.5% | -0.9% |
| 30D | +10.6% | +2.9% | +7.8% | +10.0% |
| 3M | +2.5% | -7.0% | +9.5% | +3.4% |
| 6M | +6.0% | +34.1% | -28.2% | 0.0% |
| YTD | +28.4% | +40.0% | -11.6% | +19.3% |
| 1Y | +22.2% | +67.2% | -45.1% | +10.0% |
| 3Y | +26.6% | -13.4% | +40.0% | +23.7% |
| 5Y | +11.8% | -65.1% | +76.8% | +23.6% |
| 10Y | +187.8% | +6.9% | +180.9% | +156.5% |
| All | +1,694.5% | +391.9% | +1,302.6% | +1,122.7% |
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