+43,001.2%
APH vs KMX
+368.0%
+42,633.2%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | -2.1% | +6.2% | +4.6% |
| 7D | -5.9% | -7.4% | +1.4% | -4.5% |
| 30D | -14.8% | -3.4% | -11.4% | -14.5% |
| 3M | -12.4% | -11.3% | -1.1% | -10.7% |
| 6M | +8.1% | +30.6% | -22.5% | +1.1% |
| YTD | +10.9% | +33.2% | -22.3% | +2.3% |
| 1Y | +8.8% | +66.7% | -57.9% | -4.5% |
| 3Y | +262.1% | -22.1% | +284.1% | +260.5% |
| 5Y | +283.1% | -66.7% | +349.9% | +340.9% |
| 10Y | +908.1% | +1.9% | +906.2% | +796.0% |
| All | +43,001.2% | +368.0% | +42,633.2% | +24,666.7% |
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