-55.0%
KMX vs JAAA
+26.8%
-81.8%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | 0.0% | +0.4% | +0.4% |
| 7D | -3.4% | +0.1% | -3.5% | -3.6% |
| 30D | +4.0% | +0.4% | +3.6% | +2.9% |
| 3M | +24.8% | +1.2% | +23.6% | +20.9% |
| 6M | +43.6% | +2.7% | +41.0% | +34.2% |
| YTD | +56.6% | +3.2% | +53.4% | +44.6% |
| 1Y | +2.2% | +4.8% | -2.6% | -9.2% |
| 3Y | -25.4% | +19.0% | -44.4% | -37.9% |
| 5Y | -55.0% | +26.8% | -81.8% | -61.6% |
| All | -55.0% | +26.8% | -81.8% | -61.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling