-42.0%
ACN vs KMX
-26.0%
-16.0%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -4.3% | +0.2% | -3.4% |
| 7D | -4.8% | -0.7% | -4.1% | -4.7% |
| 30D | +1.9% | +4.1% | -2.2% | +1.2% |
| 3M | +3.9% | +27.5% | -23.6% | -1.0% |
| 6M | -15.0% | +43.6% | -58.6% | -21.5% |
| YTD | -31.9% | +56.8% | -88.7% | -38.3% |
| 1Y | -28.5% | -1.3% | -27.2% | -29.5% |
| All | -42.0% | -26.0% | -16.0% | -39.9% |
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 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