-44.0%
ACN vs KMX
-54.2%
+10.1%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.5% | -1.3% | -1.7% |
| 7D | -6.3% | -1.9% | -4.5% | -5.9% |
| 30D | -1.4% | +2.6% | -3.9% | -1.9% |
| 3M | +2.6% | +25.6% | -23.0% | -3.6% |
| 6M | -14.3% | +41.9% | -56.2% | -22.5% |
| YTD | -33.1% | +56.0% | -89.2% | -41.1% |
| 1Y | -28.8% | -1.8% | -27.0% | -30.5% |
| 3Y | -43.0% | -25.7% | -17.2% | -41.7% |
| 5Y | -44.0% | -54.7% | +10.7% | -38.6% |
| All | -44.0% | -54.2% | +10.1% | -38.6% |
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 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