+134.9%
AS vs KMX
-28.1%
+163.0%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.1% | +2.6% | +1.1% |
| 7D | +6.9% | -7.4% | +14.3% | +9.3% |
| 30D | +16.0% | -3.4% | +19.4% | +17.0% |
| 3M | -12.8% | -11.3% | -1.5% | -10.2% |
| 6M | -15.4% | +30.6% | -45.9% | -23.2% |
| YTD | -15.7% | +33.2% | -49.0% | -25.9% |
| 1Y | +6.1% | +66.7% | -60.6% | -14.1% |
| All | +134.9% | -28.1% | +163.0% | +161.1% |
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