-35.7%
AUR vs KMX
-53.1%
+17.4%
-93.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.3% | +0.3% | +0.8% |
| 7D | +1.4% | -3.1% | +4.5% | +3.1% |
| 30D | -6.4% | +4.4% | -10.9% | -8.9% |
| 3M | +7.7% | +18.9% | -11.2% | -4.4% |
| 6M | +44.5% | +44.3% | +0.2% | +9.5% |
| YTD | +67.4% | +58.7% | +8.8% | +18.3% |
| 1Y | +15.4% | +0.1% | +15.3% | +6.3% |
| 3Y | +94.8% | -24.4% | +119.3% | +111.8% |
| 5Y | -35.1% | -54.4% | +19.3% | -8.9% |
| All | -35.7% | -53.1% | +17.4% | -9.5% |
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 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