+2.8%
KMX vs AMBA
+4.3%
-1.6%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.1% | +2.2% | +0.6% |
| 7D | +1.5% | -2.6% | +4.2% | +2.0% |
| 30D | +3.0% | -10.5% | +13.5% | +5.0% |
| 3M | -7.8% | -26.4% | +18.6% | -2.8% |
| 6M | +34.3% | -20.9% | +55.2% | +34.3% |
| YTD | +40.2% | -14.8% | +55.0% | +36.0% |
| 1Y | +63.0% | -36.1% | +99.1% | +67.3% |
| 3Y | -14.5% | +20.2% | -34.7% | -29.0% |
| 5Y | -64.3% | -67.2% | +2.9% | -63.9% |
| 10Y | +2.8% | +5.0% | -2.2% | -27.3% |
| All | +2.8% | +4.3% | -1.6% | -27.3% |
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