+226.1%
ACWI vs KMX
+0.4%
+225.7%
-33.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -4.3% | +3.8% | +0.5% |
| 7D | +1.1% | -0.7% | +1.8% | +1.2% |
| 30D | -0.2% | +4.1% | -4.3% | -1.1% |
| 3M | +4.7% | +27.5% | -22.8% | -1.3% |
| 6M | +14.5% | +43.6% | -29.1% | +4.2% |
| YTD | +14.6% | +56.8% | -42.1% | +1.7% |
| 1Y | +21.4% | -1.3% | +22.8% | +18.1% |
| 3Y | +77.6% | -25.4% | +103.0% | +79.7% |
| 5Y | +68.1% | -53.9% | +122.0% | +85.0% |
| 10Y | +226.1% | +0.7% | +225.5% | +185.2% |
| All | +226.1% | +0.4% | +225.7% | +185.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling