+17.7%
ACI vs KMX
-32.3%
+50.0%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.4% | -1.6% | -1.3% |
| 7D | -7.1% | -3.4% | -3.7% | -6.8% |
| 30D | -4.5% | +4.0% | -8.5% | -4.8% |
| 3M | -22.3% | +24.8% | -47.1% | -23.8% |
| 6M | -28.4% | +43.6% | -72.0% | -30.9% |
| YTD | -29.5% | +56.6% | -86.1% | -32.8% |
| 1Y | -34.2% | +2.2% | -36.5% | -34.8% |
| 3Y | -45.7% | -25.4% | -20.2% | -45.1% |
| 5Y | -40.8% | -55.0% | +14.2% | -36.7% |
| All | +17.7% | -32.3% | +50.0% | +11.6% |
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