+930.0%
APH vs KMX
-2.3%
+932.3%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +1.2% | -3.0% | -2.1% |
| 7D | +4.9% | +3.4% | +1.5% | +4.0% |
| 30D | -5.4% | +6.8% | -12.2% | -7.3% |
| 3M | -5.5% | -11.4% | +5.9% | -3.0% |
| 6M | +25.9% | +43.6% | -17.7% | +12.6% |
| YTD | +16.4% | +37.7% | -21.4% | +3.5% |
| 1Y | +16.5% | +53.0% | -36.5% | +0.4% |
| 3Y | +270.9% | -16.3% | +287.2% | +261.1% |
| 5Y | +289.5% | -64.2% | +353.7% | +375.4% |
| All | +930.0% | -2.3% | +932.3% | +814.8% |
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