-6.5%
KMX vs AMBA
-0.9%
-5.5%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -1.5% | +2.8% | +1.5% |
| 7D | +3.4% | +2.7% | +0.7% | +2.8% |
| 30D | +6.8% | -2.2% | +9.0% | +6.9% |
| 3M | -11.4% | -26.6% | +15.3% | -6.6% |
| 6M | +43.6% | -26.8% | +70.3% | +46.2% |
| YTD | +37.7% | -15.1% | +52.9% | +33.7% |
| 1Y | +53.0% | -32.3% | +85.2% | +55.1% |
| 3Y | -16.3% | +19.8% | -36.1% | -30.4% |
| 5Y | -64.2% | -69.2% | +5.0% | -63.3% |
| All | -6.5% | -0.9% | -5.5% | -33.6% |
Cumulative growth
Daily Returns
Daily percentage return beside AMBA.
Daily Out/Under-Performance
Portfolio return minus AMBA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMBA 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 AMBA 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