+9.2%
KMX vs ACM
+124.8%
-115.6%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -3.1% | +2.6% | +1.2% |
| 7D | -1.9% | -3.7% | +1.8% | +0.1% |
| 30D | +2.6% | -12.7% | +15.2% | +9.4% |
| 3M | +25.6% | -9.8% | +35.4% | +30.8% |
| 6M | +41.9% | -31.4% | +73.3% | +71.1% |
| YTD | +56.0% | -32.1% | +88.1% | +89.0% |
| 1Y | -1.8% | -47.8% | +46.0% | +37.0% |
| 3Y | -25.7% | -22.1% | -3.7% | -18.0% |
| 5Y | -54.7% | +1.8% | -56.5% | -57.0% |
| 10Y | +9.2% | +132.5% | -123.4% | -32.9% |
| All | +9.2% | +124.8% | -115.6% | -32.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ACM.
Daily Out/Under-Performance
Portfolio return minus ACM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACM 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 ACM 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