-44.0%
ACHR vs KMX
-38.3%
-5.7%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +1.3% | +1.1% | +1.8% |
| 7D | -2.3% | -3.1% | +0.8% | -1.0% |
| 30D | -11.3% | +4.4% | -15.7% | -13.1% |
| 3M | +5.3% | +18.9% | -13.6% | -4.1% |
| 6M | -13.2% | +44.3% | -57.5% | -29.1% |
| YTD | -25.8% | +58.7% | -84.5% | -42.7% |
| 1Y | -34.3% | +0.1% | -34.4% | -38.1% |
| 3Y | -19.9% | -24.4% | +4.5% | -14.9% |
| 5Y | -42.7% | -54.4% | +11.8% | -32.7% |
| All | -44.0% | -38.3% | -5.7% | -35.4% |
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 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