+508.8%
AVAV vs KMX
+0.4%
+508.3%
-66.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -4.3% | +7.2% | +4.0% |
| 7D | +3.2% | -0.7% | +3.9% | +3.3% |
| 30D | -20.3% | +4.1% | -24.4% | -21.4% |
| 3M | -19.4% | +27.5% | -47.0% | -25.4% |
| 6M | -35.3% | +43.6% | -78.8% | -42.4% |
| YTD | -38.5% | +56.8% | -95.2% | -46.5% |
| 1Y | -37.2% | -1.3% | -35.9% | -39.3% |
| 3Y | +31.1% | -25.4% | +56.5% | +32.1% |
| 5Y | +41.0% | -53.9% | +94.9% | +55.1% |
| 10Y | +508.8% | +0.7% | +508.1% | +376.2% |
| All | +508.8% | +0.4% | +508.3% | +376.2% |
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 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