-11.1%
AXP vs KMX
+69.2%
-80.3%
-23.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.1% | -0.4% | -0.3% |
| 7D | -0.6% | +1.5% | -2.1% | -0.9% |
| 30D | +5.0% | +3.0% | +2.0% | +4.3% |
| 3M | -4.2% | -7.8% | +3.6% | -3.3% |
| 6M | +2.9% | +34.3% | -31.4% | -3.8% |
| YTD | -11.6% | +40.2% | -51.8% | -21.5% |
| 1Y | -11.1% | +63.0% | -74.1% | -26.8% |
| All | -11.1% | +69.2% | -80.3% | -26.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling