-18.4%
APTV vs KMX
+11.6%
-30.0%
-75.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.3% | -1.7% | -0.9% |
| 7D | -5.0% | -3.1% | -1.9% | -3.6% |
| 30D | -6.1% | +4.4% | -10.5% | -8.0% |
| 3M | -33.0% | +18.9% | -51.9% | -38.7% |
| 6M | -35.2% | +44.3% | -79.5% | -46.6% |
| YTD | -40.1% | +58.7% | -98.8% | -53.2% |
| 1Y | -45.6% | +0.1% | -45.7% | -48.9% |
| 3Y | -54.4% | -24.4% | -29.9% | -52.7% |
| 5Y | -68.9% | -54.4% | -14.5% | -60.4% |
| All | -18.4% | +11.6% | -30.0% | -30.6% |
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