+256.5%
KMX vs IAG
+377.5%
-121.0%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -2.2% | +3.2% | +1.2% |
| 7D | +1.9% | -0.5% | +2.4% | +1.9% |
| 30D | +11.7% | +28.9% | -17.2% | +9.8% |
| 3M | +34.9% | +19.1% | +15.8% | +33.0% |
| 6M | +50.3% | -10.3% | +60.5% | +50.4% |
| YTD | +63.8% | +24.2% | +39.6% | +60.3% |
| 1Y | +3.8% | +116.5% | -112.7% | -2.1% |
| 3Y | -24.3% | +742.8% | -767.1% | -35.8% |
| 5Y | -50.2% | +753.3% | -803.6% | -58.9% |
| 10Y | +5.4% | +403.2% | -397.8% | -14.5% |
| All | +256.5% | +377.5% | -121.0% | +162.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling