-35.5%
KMX vs ABCL
-81.2%
+45.7%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-08 to 2026-09-08.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | +0.1% | -4.4% | -4.3% |
| 7D | -0.7% | +1.4% | -2.1% | -0.9% |
| 30D | +4.1% | +65.1% | -61.0% | -3.4% |
| 3M | +27.5% | +111.1% | -83.6% | +13.5% |
| 6M | +43.6% | +231.6% | -188.0% | +19.0% |
| YTD | +56.8% | +234.5% | -177.7% | +28.7% |
| 1Y | -1.3% | +174.3% | -175.7% | -17.5% |
| 3Y | -25.4% | +111.5% | -136.8% | -38.8% |
| 5Y | -53.9% | -37.3% | -16.6% | -60.6% |
| All | -35.5% | -81.2% | +45.7% | -45.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ABCL.
Daily Out/Under-Performance
Portfolio return minus ABCL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ABCL 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 2016-09-08 to 2026-09-08: compounded portfolio wealth divided by compounded ABCL 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…
2016-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling