+7.7%
AVTR vs KMX
-30.2%
+38.0%
-83.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.4% | +1.7% | +0.1% |
| 7D | +3.2% | 0.0% | +3.2% | +3.1% |
| 30D | +0.5% | +3.5% | -3.0% | -1.1% |
| 3M | +12.1% | -10.4% | +22.6% | +15.3% |
| 6M | +91.2% | +37.6% | +53.6% | +69.6% |
| YTD | +36.3% | +36.1% | +0.2% | +19.8% |
| 1Y | +35.2% | +52.8% | -17.5% | +14.4% |
| 3Y | -15.8% | -17.0% | +1.2% | -16.1% |
| 5Y | -58.9% | -64.7% | +5.7% | -48.1% |
| All | +7.7% | -30.2% | +38.0% | +4.5% |
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 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