-15.9%
ACN vs KMX
-14.8%
-1.1%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.2% | -1.0% | 0.0% |
| 7D | -3.8% | +3.4% | -7.2% | -4.4% |
| 30D | +16.5% | +6.8% | +9.7% | +15.2% |
| 3M | +41.5% | -11.4% | +52.8% | +43.8% |
| 6M | +60.1% | +43.6% | +16.5% | +47.8% |
| YTD | -3.9% | +37.7% | -41.7% | -11.0% |
| 1Y | +4.1% | +53.0% | -48.9% | -5.6% |
| 3Y | -15.9% | -16.3% | +0.5% | -13.4% |
| All | -15.9% | -14.8% | -1.1% | -13.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling