-55.4%
APP vs KMX
+35.0%
-90.3%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.7% | +3.3% | +7.4% | +10.2% |
| 7D | +4.5% | +2.1% | +2.4% | +4.1% |
| 30D | -3.6% | +0.5% | -4.1% | -4.0% |
| 3M | -35.3% | -4.1% | -31.1% | -35.0% |
| 6M | -42.8% | +49.5% | -92.3% | -46.6% |
| YTD | -59.7% | +42.7% | -102.4% | -61.3% |
| 1Y | -55.4% | +35.3% | -90.7% | -57.1% |
| All | -55.4% | +35.0% | -90.3% | -57.1% |
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