+153.4%
KMX vs ACM
+230.8%
-77.4%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.4% | +1.4% | +1.2% |
| 7D | +1.9% | -3.7% | +5.6% | +3.8% |
| 30D | +11.7% | -11.1% | +22.8% | +17.3% |
| 3M | +34.9% | -8.0% | +42.9% | +38.7% |
| 6M | +50.3% | -29.7% | +79.9% | +75.7% |
| YTD | +63.8% | -29.4% | +93.2% | +91.0% |
| 1Y | +3.8% | -46.4% | +50.3% | +38.2% |
| 3Y | -24.3% | -22.3% | -1.9% | -16.5% |
| 5Y | -50.2% | +4.5% | -54.7% | -52.8% |
| 10Y | +5.4% | +127.6% | -122.3% | -35.1% |
| All | +153.4% | +230.8% | -77.4% | +20.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling