-53.9%
KMX vs ACM
+4.8%
-58.7%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -0.8% | -3.5% | -3.8% |
| 7D | -0.7% | -0.3% | -0.4% | -0.5% |
| 30D | +4.1% | -12.9% | +17.0% | +11.8% |
| 3M | +27.5% | -6.4% | +33.9% | +30.3% |
| 6M | +43.6% | -29.2% | +72.8% | +74.0% |
| YTD | +56.8% | -29.9% | +86.7% | +90.7% |
| 1Y | -1.3% | -47.3% | +45.9% | +43.7% |
| 3Y | -25.4% | -19.6% | -5.8% | -20.8% |
| 5Y | -53.9% | +5.5% | -59.4% | -58.7% |
| All | -53.9% | +4.8% | -58.7% | -58.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling