+8.0%
KMX vs IAG
+427.6%
-419.6%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.8% | +0.5% | +1.3% |
| 7D | -3.1% | -1.1% | -2.0% | -3.1% |
| 30D | +4.4% | +12.1% | -7.7% | +3.8% |
| 3M | +18.9% | +25.5% | -6.6% | +17.3% |
| 6M | +44.3% | -7.1% | +51.4% | +44.0% |
| YTD | +58.7% | +22.9% | +35.8% | +56.3% |
| 1Y | +0.1% | +83.3% | -83.2% | -3.3% |
| 3Y | -24.4% | +808.5% | -832.9% | -33.2% |
| 5Y | -54.4% | +838.0% | -892.4% | -60.6% |
| All | +8.0% | +427.6% | -419.6% | -6.1% |
Cumulative growth
Daily Returns
Daily percentage return beside IAG.
Daily Out/Under-Performance
Portfolio return minus IAG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IAG 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 IAG 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