+116.9%
KMX vs ACM
+252.7%
-135.8%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.6% | -0.5% | -0.2% |
| 7D | +1.5% | +6.6% | -5.1% | -1.6% |
| 30D | +3.0% | +19.8% | -16.8% | -5.8% |
| 3M | -7.8% | -3.1% | -4.7% | -7.1% |
| 6M | +34.3% | -11.5% | +45.8% | +40.2% |
| YTD | +40.2% | -24.7% | +64.9% | +58.4% |
| 1Y | +63.0% | -45.1% | +108.0% | +113.9% |
| 3Y | -14.5% | -8.9% | -5.6% | -13.0% |
| 5Y | -64.3% | +5.4% | -69.7% | -66.2% |
| 10Y | +2.8% | +131.1% | -128.3% | -37.1% |
| All | +116.9% | +252.7% | -135.8% | -0.4% |
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