+45.8%
AR vs KMX
-25.6%
+71.4%
-33.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -4.3% | +3.5% | -0.2% |
| 7D | -1.8% | -0.7% | -1.1% | -1.8% |
| 30D | +12.6% | +4.1% | +8.5% | +11.9% |
| 3M | +10.0% | +27.5% | -17.5% | +5.7% |
| 6M | +0.6% | +43.6% | -42.9% | -5.8% |
| YTD | +13.4% | +56.8% | -43.3% | +3.6% |
| 1Y | +21.7% | -1.3% | +23.0% | +21.7% |
| 3Y | +45.8% | -25.4% | +71.2% | +48.6% |
| All | +45.8% | -25.6% | +71.4% | +48.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling