+179.9%
APTV vs KMX
+116.2%
+63.6%
-74.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -4.3% | -0.3% | -2.7% |
| 7D | +2.0% | -0.7% | +2.7% | +2.4% |
| 30D | -7.7% | +4.1% | -11.8% | -9.5% |
| 3M | -34.0% | +27.5% | -61.5% | -41.5% |
| 6M | -37.1% | +43.6% | -80.7% | -47.8% |
| YTD | -39.9% | +56.8% | -96.7% | -52.5% |
| 1Y | -44.4% | -1.3% | -43.1% | -47.5% |
| 3Y | -54.5% | -25.4% | -29.1% | -52.7% |
| 5Y | -69.1% | -53.9% | -15.2% | -61.6% |
| 10Y | -20.0% | +0.7% | -20.7% | -34.6% |
| All | +179.9% | +116.2% | +63.6% | +58.5% |
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