-6.5%
KMX vs IAG
+389.3%
-395.7%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +1.1% | +0.2% | +1.2% |
| 7D | +3.4% | -7.7% | +11.1% | +3.9% |
| 30D | +6.8% | +1.6% | +5.2% | +6.6% |
| 3M | -11.4% | -2.4% | -9.0% | -11.4% |
| 6M | +43.6% | -7.8% | +51.4% | +43.6% |
| YTD | +37.7% | +5.0% | +32.7% | +36.5% |
| 1Y | +53.0% | +25.7% | +27.3% | +50.2% |
| 3Y | -16.3% | +694.5% | -710.8% | -26.5% |
| 5Y | -64.2% | +421.7% | -485.9% | -69.1% |
| All | -6.5% | +389.3% | -395.7% | -18.7% |
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