+448.7%
AXP vs KMX
+0.3%
+448.4%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.1% | +0.9% | -0.4% |
| 7D | +0.6% | -7.4% | +8.0% | +3.4% |
| 30D | +5.8% | -3.4% | +9.2% | +6.8% |
| 3M | -6.0% | -11.3% | +5.3% | -2.5% |
| 6M | +0.3% | +30.6% | -30.3% | -11.6% |
| YTD | -12.3% | +33.2% | -45.5% | -24.8% |
| 1Y | -11.2% | +66.7% | -78.0% | -30.8% |
| 3Y | +117.0% | -22.1% | +139.1% | +116.7% |
| 5Y | +93.2% | -66.7% | +159.9% | +168.7% |
| All | +448.7% | +0.3% | +448.4% | +326.0% |
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