+367.9%
APP vs KMX
-53.3%
+421.2%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.5% | -1.8% | -2.0% |
| 7D | -4.4% | -1.9% | -2.5% | -3.7% |
| 30D | -10.0% | +2.6% | -12.6% | -11.0% |
| 3M | -41.4% | +25.6% | -67.0% | -47.7% |
| 6M | -41.0% | +41.9% | -82.9% | -51.0% |
| YTD | -54.7% | +56.0% | -110.8% | -64.0% |
| 1Y | -45.3% | -1.8% | -43.6% | -48.0% |
| 3Y | +624.3% | -25.7% | +650.0% | +658.6% |
| 5Y | +329.1% | -54.7% | +383.9% | +444.6% |
| All | +367.9% | -53.3% | +421.2% | +502.7% |
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 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