+500.0%
APP vs KMX
-60.1%
+560.1%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.9% | -2.1% | +12.0% | +10.7% |
| 7D | +71.2% | -7.4% | +78.6% | +75.2% |
| 30D | +39.1% | -3.4% | +42.5% | +39.6% |
| 3M | +16.5% | -11.3% | +27.9% | +20.9% |
| 6M | -16.6% | +30.6% | -47.1% | -28.1% |
| YTD | -41.9% | +33.2% | -75.2% | -51.3% |
| 1Y | -37.0% | +66.7% | -103.7% | -52.8% |
| 3Y | +892.4% | -22.1% | +914.5% | +878.0% |
| 5Y | +297.3% | -66.7% | +364.0% | +443.1% |
| All | +500.0% | -60.1% | +560.1% | +715.4% |
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 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