+13,202.9%
AZO vs KMX
+457.5%
+12,745.4%
-43.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.3% | -1.5% | -0.4% |
| 7D | -3.6% | -3.1% | -0.5% | -3.1% |
| 30D | -5.6% | +4.4% | -10.0% | -6.2% |
| 3M | -6.6% | +18.9% | -25.6% | -9.4% |
| 6M | -22.5% | +44.3% | -66.8% | -27.4% |
| YTD | -15.2% | +58.7% | -73.9% | -22.0% |
| 1Y | -33.9% | +0.1% | -34.1% | -35.5% |
| 3Y | +11.8% | -24.4% | +36.2% | +11.6% |
| 5Y | +85.5% | -54.4% | +139.9% | +95.2% |
| 10Y | +298.2% | +11.0% | +287.2% | +258.8% |
| All | +13,202.9% | +457.5% | +12,745.4% | +9,020.9% |
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 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