-0.1%
KMX vs AMBA
-0.9%
+0.8%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +6.1% | -8.3% | -3.3% |
| 7D | -7.4% | -7.2% | -0.1% | -6.1% |
| 30D | -3.4% | -10.4% | +7.0% | -1.7% |
| 3M | -11.3% | -30.1% | +18.8% | -5.7% |
| 6M | +30.6% | -22.4% | +53.0% | +31.0% |
| YTD | +33.2% | -17.3% | +50.6% | +29.9% |
| 1Y | +66.7% | -35.4% | +102.1% | +70.5% |
| 3Y | -22.1% | +18.6% | -40.7% | -35.2% |
| 5Y | -66.7% | -69.8% | +3.1% | -65.8% |
| All | -0.1% | -0.9% | +0.8% | -28.5% |
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