-64.3%
KMX vs ACM
+4.8%
-69.2%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.6% | -0.5% | -0.2% |
| 7D | +1.5% | +6.6% | -5.1% | -2.2% |
| 30D | +3.0% | +19.8% | -16.8% | -7.3% |
| 3M | -7.8% | -3.1% | -4.7% | -7.0% |
| 6M | +34.3% | -11.5% | +45.8% | +41.9% |
| YTD | +40.2% | -24.7% | +64.9% | +64.3% |
| 1Y | +63.0% | -45.1% | +108.0% | +135.0% |
| 3Y | -14.5% | -8.9% | -5.6% | -17.0% |
| 5Y | -64.3% | +5.4% | -69.7% | -69.7% |
| All | -64.3% | +4.8% | -69.2% | -69.7% |
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