+579.1%
AU vs KMX
-25.1%
+604.2%
-39.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.3% | -0.8% | +0.3% |
| 7D | -4.3% | -3.1% | -1.2% | -3.9% |
| 30D | +7.3% | +4.4% | +2.9% | +6.7% |
| 3M | +26.3% | +18.9% | +7.4% | +23.5% |
| 6M | +1.8% | +44.3% | -42.5% | -3.3% |
| YTD | +26.8% | +58.7% | -31.9% | +19.5% |
| 1Y | +66.7% | +0.1% | +66.6% | +62.3% |
| 3Y | +579.1% | -24.4% | +603.5% | +543.5% |
| All | +579.1% | -25.1% | +604.2% | +543.5% |
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 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