+221.6%
ACWI vs KMX
+6.5%
+215.1%
-33.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.1% | -0.6% | -0.5% |
| 7D | -0.2% | +1.5% | -1.7% | -0.5% |
| 30D | -3.3% | +3.0% | -6.3% | -4.1% |
| 3M | -3.4% | -7.8% | +4.4% | -2.1% |
| 6M | +0.8% | +34.3% | -33.5% | -6.7% |
| YTD | +10.7% | +40.2% | -29.5% | +0.2% |
| 1Y | +11.6% | +63.0% | -51.4% | -2.7% |
| 3Y | +73.4% | -14.5% | +87.9% | +68.9% |
| 5Y | +60.2% | -64.3% | +124.5% | +88.6% |
| 10Y | +221.6% | +2.8% | +218.8% | +181.9% |
| All | +221.6% | +6.5% | +215.1% | +181.9% |
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 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