+101.9%
KMX vs AMBA
+837.3%
-735.3%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.8% | +1.8% | +1.2% |
| 7D | +1.9% | -11.0% | +12.9% | +3.9% |
| 30D | +11.7% | -23.2% | +34.8% | +16.6% |
| 3M | +34.9% | -12.7% | +47.6% | +34.9% |
| 6M | +50.3% | +11.2% | +39.0% | +41.8% |
| YTD | +63.8% | -11.2% | +75.0% | +59.8% |
| 1Y | +3.8% | -22.5% | +26.4% | +2.4% |
| 3Y | -24.3% | -1.3% | -23.0% | -31.7% |
| 5Y | -50.2% | -54.2% | +3.9% | -51.7% |
| 10Y | +5.4% | -6.1% | +11.5% | -15.2% |
| All | +101.9% | +837.3% | -735.3% | +29.3% |
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