-44.0%
KMX vs ABCL
-81.0%
+36.9%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -2.8% | +0.3% | -2.1% |
| 7D | 0.0% | +4.4% | -4.4% | -0.6% |
| 30D | +3.5% | -7.9% | +11.3% | +4.0% |
| 3M | -10.4% | +12.2% | -22.7% | -12.7% |
| 6M | +37.6% | +134.7% | -97.1% | +19.1% |
| YTD | +36.1% | +239.8% | -203.7% | +10.6% |
| 1Y | +52.8% | +192.7% | -139.9% | +26.4% |
| 3Y | -17.0% | +187.6% | -204.7% | -34.6% |
| 5Y | -64.7% | -22.6% | -42.0% | -70.0% |
| All | -44.0% | -81.0% | +36.9% | -53.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling