+67.8%
KMX vs AMBA
+810.0%
-742.2%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -2.3% | -0.1% | -2.0% |
| 7D | 0.0% | +10.7% | -10.7% | -1.8% |
| 30D | +3.5% | -5.0% | +8.5% | +4.1% |
| 3M | -10.4% | -26.9% | +16.5% | -6.2% |
| 6M | +37.6% | -21.9% | +59.5% | +38.2% |
| YTD | +36.1% | -13.8% | +49.9% | +32.6% |
| 1Y | +52.8% | -36.1% | +88.8% | +56.4% |
| 3Y | -17.0% | +21.6% | -38.7% | -28.3% |
| 5Y | -64.7% | -68.8% | +4.1% | -63.9% |
| 10Y | -4.0% | +2.3% | -6.4% | -23.7% |
| All | +67.8% | +810.0% | -742.2% | +7.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling