+333.0%
APP vs KMX
-50.1%
+383.0%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +1.0% | +1.2% | +1.8% |
| 7D | +0.9% | +1.9% | -1.0% | +0.1% |
| 30D | -23.3% | +11.7% | -35.0% | -27.0% |
| 3M | -42.6% | +34.9% | -77.5% | -50.5% |
| 6M | -33.6% | +50.3% | -83.9% | -46.4% |
| YTD | -52.4% | +63.8% | -116.2% | -63.2% |
| 1Y | -35.9% | +3.8% | -39.7% | -40.5% |
| 3Y | +642.2% | -24.3% | +666.5% | +677.9% |
| All | +333.0% | -50.1% | +383.0% | +459.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling