+26.3%
ACI vs KMX
-29.2%
+55.5%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.0% | -1.4% | -0.4% |
| 7D | +0.2% | +1.9% | -1.7% | 0.0% |
| 30D | +5.9% | +11.7% | -5.8% | +5.0% |
| 3M | -19.8% | +34.9% | -54.7% | -21.9% |
| 6M | -24.7% | +50.3% | -75.0% | -27.6% |
| YTD | -24.4% | +63.8% | -88.2% | -28.1% |
| 1Y | -31.5% | +3.8% | -35.3% | -32.1% |
| 3Y | -38.7% | -24.3% | -14.4% | -38.1% |
| 5Y | -42.8% | -50.2% | +7.4% | -39.5% |
| All | +26.3% | -29.2% | +55.5% | +19.3% |
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