-33.4%
KMX vs JAAA
+29.4%
-62.7%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.1% | +1.2% | +1.1% |
| 7D | -3.1% | +0.1% | -3.2% | -3.3% |
| 30D | +4.4% | +0.5% | +3.9% | +3.0% |
| 3M | +18.9% | +1.3% | +17.6% | +15.2% |
| 6M | +44.3% | +2.8% | +41.5% | +34.7% |
| YTD | +58.7% | +3.3% | +55.4% | +46.5% |
| 1Y | +0.1% | +4.9% | -4.8% | -11.0% |
| 3Y | -24.4% | +19.0% | -43.4% | -38.3% |
| 5Y | -54.4% | +26.9% | -81.3% | -63.7% |
| All | -33.4% | +29.4% | -62.7% | -50.1% |
Cumulative growth
Daily Returns
Daily percentage return beside JAAA.
Daily Out/Under-Performance
Portfolio return minus JAAA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × JAAA 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 JAAA 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