-36.7%
AUR vs KMX
-53.7%
+17.0%
-93.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +0.4% | -3.0% | -2.8% |
| 7D | +0.2% | -3.4% | +3.5% | +2.0% |
| 30D | -8.9% | +4.0% | -12.9% | -11.1% |
| 3M | +4.6% | +24.8% | -20.2% | -10.1% |
| 6M | +44.9% | +43.6% | +1.2% | +10.0% |
| YTD | +64.8% | +56.6% | +8.2% | +17.4% |
| 1Y | +16.4% | +2.2% | +14.1% | +5.3% |
| 3Y | +85.1% | -25.4% | +110.5% | +102.8% |
| 5Y | -36.1% | -55.0% | +18.9% | -9.6% |
| All | -36.7% | -53.7% | +17.0% | -10.2% |
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