-64.4%
KMX vs ABCL
-26.2%
-38.2%
-79.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -1.1% | +2.3% | +1.4% |
| 7D | +3.4% | -3.3% | +6.7% | +3.9% |
| 30D | +6.8% | -7.1% | +13.9% | +7.4% |
| 3M | -11.4% | +4.7% | -16.1% | -13.5% |
| 6M | +43.6% | +140.9% | -97.3% | +16.9% |
| YTD | +37.7% | +236.0% | -198.2% | +3.3% |
| 1Y | +53.0% | +217.4% | -164.4% | +15.8% |
| 3Y | -16.3% | +188.7% | -205.0% | -40.6% |
| All | -64.4% | -26.2% | -38.2% | -68.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling