+266.9%
ACGL vs KMX
+0.4%
+266.4%
-53.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -4.3% | +1.9% | -1.6% |
| 7D | -2.9% | -0.7% | -2.2% | -2.8% |
| 30D | -2.8% | +4.1% | -6.9% | -3.6% |
| 3M | +6.8% | +27.5% | -20.7% | +1.0% |
| 6M | -1.5% | +43.6% | -45.1% | -10.0% |
| YTD | -0.2% | +56.8% | -57.0% | -11.2% |
| 1Y | +5.3% | -1.3% | +6.6% | +2.5% |
| 3Y | +30.3% | -25.4% | +55.7% | +31.1% |
| 5Y | +151.8% | -53.9% | +205.7% | +179.8% |
| 10Y | +266.9% | +0.7% | +266.2% | +203.3% |
| All | +266.9% | +0.4% | +266.4% | +203.3% |
Cumulative growth
Daily Returns
Daily percentage return beside KMX.
Daily Out/Under-Performance
Portfolio return minus KMX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KMX 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 KMX 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