-27.1%
AVTR vs KMX
-26.3%
-0.7%
-73.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.5% | -2.0% | -2.3% |
| 7D | +1.6% | -1.9% | +3.4% | +2.2% |
| 30D | +8.4% | +2.6% | +5.8% | +7.3% |
| 3M | +50.2% | +25.6% | +24.6% | +37.9% |
| 6M | +82.6% | +41.9% | +40.7% | +59.1% |
| YTD | +29.8% | +56.0% | -26.2% | +9.0% |
| 1Y | +16.0% | -1.8% | +17.8% | +12.4% |
| All | -27.1% | -26.3% | -0.7% | -25.9% |
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