-55.0%
KMX vs IAG
+796.9%
-851.9%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -2.2% | +2.6% | +0.6% |
| 7D | -3.4% | -4.1% | +0.7% | -3.1% |
| 30D | +4.0% | +10.6% | -6.6% | +3.1% |
| 3M | +24.8% | +35.4% | -10.6% | +21.5% |
| 6M | +43.6% | -9.5% | +53.2% | +43.5% |
| YTD | +56.6% | +21.8% | +34.8% | +53.0% |
| 1Y | +2.2% | +84.1% | -81.9% | -3.3% |
| 3Y | -25.4% | +817.4% | -842.8% | -40.2% |
| 5Y | -55.0% | +830.1% | -885.1% | -65.1% |
| All | -55.0% | +796.9% | -851.9% | -65.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling