-25.6%
AR vs KMX
+12.3%
-37.9%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -2.4% | +3.7% | +2.1% |
| 7D | +6.4% | 0.0% | +6.4% | +6.3% |
| 30D | +3.1% | +3.5% | -0.4% | +1.5% |
| 3M | +3.3% | -10.4% | +13.7% | +6.0% |
| 6M | +6.6% | +37.6% | -31.1% | -6.4% |
| YTD | +12.3% | +36.1% | -23.7% | -3.3% |
| 1Y | +12.3% | +52.8% | -40.4% | -7.4% |
| 3Y | +50.4% | -17.0% | +67.5% | +44.4% |
| 5Y | +101.0% | -64.7% | +165.7% | +154.9% |
| 10Y | +57.5% | -4.0% | +61.5% | +21.5% |
| All | -25.6% | +12.3% | -37.9% | -43.5% |
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