+424.9%
AXP vs KMX
+2.4%
+422.5%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.6% | +0.4% | +0.1% |
| 7D | -2.9% | -2.3% | -0.6% | -2.1% |
| 30D | +3.7% | +6.3% | -2.6% | +1.0% |
| 3M | -4.9% | -7.4% | +2.5% | -3.0% |
| 6M | +4.1% | +37.9% | -33.8% | -10.2% |
| YTD | -11.7% | +39.5% | -51.1% | -25.7% |
| 1Y | -11.7% | +57.9% | -69.6% | -29.5% |
| 3Y | +116.5% | -15.0% | +131.5% | +108.7% |
| 5Y | +89.5% | -64.1% | +153.6% | +155.6% |
| 10Y | +424.9% | -1.6% | +426.5% | +298.3% |
| All | +424.9% | +2.4% | +422.5% | +298.3% |
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