+356.8%
ACWI vs KMX
+228.8%
+128.0%
-56.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.0% | -1.1% | -0.3% |
| 7D | +0.5% | +1.9% | -1.4% | 0.0% |
| 30D | +0.9% | +11.7% | -10.8% | -2.2% |
| 3M | +2.4% | +34.9% | -32.5% | -6.4% |
| 6M | +12.4% | +50.3% | -37.9% | -1.4% |
| YTD | +15.2% | +63.8% | -48.6% | -2.0% |
| 1Y | +22.7% | +3.8% | +18.9% | +16.2% |
| 3Y | +75.8% | -24.3% | +100.1% | +75.9% |
| 5Y | +67.7% | -50.2% | +117.9% | +80.9% |
| 10Y | +229.0% | +5.4% | +223.6% | +155.8% |
| All | +356.8% | +228.8% | +128.0% | +74.7% |
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