-24.2%
AR vs KMX
+35.2%
-59.4%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.0% | -1.7% | -1.0% |
| 7D | +2.5% | +1.9% | +0.6% | +1.9% |
| 30D | +14.8% | +11.7% | +3.1% | +10.7% |
| 3M | +6.2% | +34.9% | -28.7% | -4.7% |
| 6M | +4.3% | +50.3% | -46.0% | -11.2% |
| YTD | +14.4% | +63.8% | -49.4% | -6.5% |
| 1Y | +21.3% | +3.8% | +17.5% | +13.4% |
| 3Y | +39.8% | -24.3% | +64.1% | +41.0% |
| 5Y | +142.1% | -50.2% | +192.3% | +169.0% |
| 10Y | +52.0% | +5.4% | +46.7% | +14.6% |
| All | -24.2% | +35.2% | -59.4% | -45.3% |
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