-25.7%
KMX vs IAG
+817.0%
-842.7%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +2.1% | -2.6% | -0.6% |
| 7D | -1.9% | +1.7% | -3.5% | -2.0% |
| 30D | +2.6% | +11.4% | -8.9% | +1.6% |
| 3M | +25.6% | +33.0% | -7.5% | +22.3% |
| 6M | +41.9% | -6.0% | +47.9% | +41.1% |
| YTD | +56.0% | +24.6% | +31.5% | +52.2% |
| 1Y | -1.8% | +105.0% | -106.8% | -7.6% |
| All | -25.7% | +817.0% | -842.7% | -45.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling