+1,697.2%
ACN vs KMX
+555.9%
+1,141.4%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +1.0% | -4.4% | -3.5% |
| 7D | -1.5% | +1.9% | -3.4% | -1.9% |
| 30D | +9.4% | +11.7% | -2.3% | +6.7% |
| 3M | +5.6% | +34.9% | -29.2% | -2.5% |
| 6M | -9.3% | +50.3% | -59.5% | -18.9% |
| YTD | -29.0% | +63.8% | -92.8% | -37.9% |
| 1Y | -24.7% | +3.8% | -28.5% | -28.0% |
| 3Y | -39.8% | -24.3% | -15.6% | -39.7% |
| 5Y | -40.9% | -50.2% | +9.3% | -37.1% |
| 10Y | +91.1% | +5.4% | +85.7% | +65.4% |
| All | +1,697.2% | +555.9% | +1,141.4% | +678.0% |
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