+672.3%
AU vs KMX
+11.6%
+660.7%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.3% | -0.8% | +0.4% |
| 7D | -4.3% | -3.1% | -1.2% | -4.0% |
| 30D | +7.3% | +4.4% | +2.9% | +6.9% |
| 3M | +26.3% | +18.9% | +7.4% | +24.0% |
| 6M | +1.8% | +44.3% | -42.5% | -2.2% |
| YTD | +26.8% | +58.7% | -31.9% | +20.8% |
| 1Y | +66.7% | +0.1% | +66.6% | +64.0% |
| 3Y | +579.1% | -24.4% | +603.5% | +575.7% |
| 5Y | +689.3% | -54.4% | +743.8% | +699.7% |
| All | +672.3% | +11.6% | +660.7% | +638.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling