+62.7%
KMX vs ABCL
+199.8%
-137.0%
-26.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +5.2% | -0.1% | +4.7% |
| 7D | -4.1% | +12.4% | -16.5% | -4.9% |
| 30D | +2.9% | -0.4% | +3.2% | +2.7% |
| 3M | -7.0% | +80.4% | -87.4% | -12.8% |
| 6M | +34.1% | +138.5% | -104.4% | +19.0% |
| YTD | +40.0% | +265.5% | -225.5% | +14.1% |
| All | +62.7% | +199.8% | -137.0% | +38.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling