-1.8%
KMX vs ACM
-48.7%
+46.9%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -3.1% | +2.6% | +0.5% |
| 7D | -1.9% | -3.7% | +1.8% | -0.7% |
| 30D | +2.6% | -12.7% | +15.2% | +6.8% |
| 3M | +25.6% | -9.8% | +35.4% | +28.8% |
| 6M | +41.9% | -31.4% | +73.3% | +62.6% |
| YTD | +56.0% | -32.1% | +88.1% | +81.4% |
| 1Y | -1.8% | -47.8% | +46.0% | +16.8% |
| All | -1.8% | -48.7% | +46.9% | +16.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling