+955.2%
APH vs KMX
+6.5%
+948.7%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.1% | -1.1% | -1.0% |
| 7D | -5.0% | +1.5% | -6.6% | -5.4% |
| 30D | -8.4% | +3.0% | -11.4% | -9.4% |
| 3M | -4.5% | -7.8% | +3.3% | -3.1% |
| 6M | +25.3% | +34.3% | -9.1% | +14.1% |
| YTD | +18.9% | +40.2% | -21.3% | +5.4% |
| 1Y | +11.9% | +63.0% | -51.0% | -5.2% |
| 3Y | +278.0% | -14.5% | +292.4% | +266.0% |
| 5Y | +306.4% | -64.3% | +370.8% | +397.0% |
| 10Y | +955.2% | +2.8% | +952.4% | +838.8% |
| All | +955.2% | +6.5% | +948.7% | +838.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling