+164.7%
ACGL vs KMX
-66.8%
+231.5%
-22.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -2.1% | -0.8% | -2.8% |
| 7D | +0.9% | -7.4% | +8.2% | +1.5% |
| 30D | +13.7% | -3.4% | +17.1% | +14.0% |
| 3M | +8.0% | -11.3% | +19.4% | +9.0% |
| 6M | +13.3% | +30.6% | -17.3% | +10.3% |
| YTD | +11.8% | +33.2% | -21.4% | +8.0% |
| 1Y | +22.2% | +66.7% | -44.5% | +15.3% |
| 3Y | +32.5% | -22.1% | +54.5% | +33.3% |
| All | +164.7% | -66.8% | +231.5% | +211.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling