+6,007.5%
ACGL vs KMX
+368.0%
+5,639.5%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -2.1% | -0.8% | -2.7% |
| 7D | +0.9% | -7.4% | +8.2% | +1.7% |
| 30D | +13.7% | -3.4% | +17.1% | +14.1% |
| 3M | +8.0% | -11.3% | +19.4% | +9.4% |
| 6M | +13.3% | +30.6% | -17.3% | +9.2% |
| YTD | +11.8% | +33.2% | -21.4% | +6.8% |
| 1Y | +22.2% | +66.7% | -44.5% | +13.6% |
| 3Y | +32.5% | -22.1% | +54.5% | +31.8% |
| 5Y | +160.2% | -66.7% | +226.9% | +180.2% |
| 10Y | +338.5% | +1.9% | +336.6% | +313.2% |
| All | +6,007.5% | +368.0% | +5,639.5% | +4,236.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling