-44.0%
ACI vs KMX
-54.2%
+10.1%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.5% | -1.9% | -2.4% |
| 7D | -5.0% | -1.9% | -3.2% | -4.9% |
| 30D | -2.3% | +2.6% | -4.9% | -2.5% |
| 3M | -23.2% | +25.6% | -48.8% | -24.6% |
| 6M | -29.5% | +41.9% | -71.3% | -31.7% |
| YTD | -28.6% | +56.0% | -84.6% | -31.7% |
| 1Y | -34.0% | -1.8% | -32.3% | -34.2% |
| 3Y | -45.0% | -25.7% | -19.2% | -44.3% |
| 5Y | -44.0% | -54.7% | +10.7% | -38.9% |
| All | -44.0% | -54.2% | +10.1% | -38.9% |
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