-26.3%
APH vs KMX
+5.0%
-31.3%
-53.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -47.8% | +3.2% | -51.0% | -47.9% |
| 7D | -48.7% | +1.0% | -49.7% | -48.7% |
| 30D | -51.9% | +11.7% | -63.6% | -52.3% |
| 3M | -43.6% | +34.9% | -78.4% | -45.0% |
| 6M | -37.5% | +50.3% | -87.8% | -40.1% |
| YTD | -38.6% | +63.8% | -102.4% | -41.3% |
| 1Y | -26.3% | +3.8% | -30.2% | -28.6% |
| All | -26.3% | +5.0% | -31.3% | -28.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling