+115.7%
KMX vs ACM
+250.9%
-135.1%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.5% | 0.0% | -0.3% |
| 7D | -2.3% | +3.0% | -5.3% | -3.6% |
| 30D | +6.3% | +19.7% | -13.4% | -2.7% |
| 3M | -7.4% | +5.3% | -12.7% | -10.3% |
| 6M | +37.9% | -10.8% | +48.7% | +43.3% |
| YTD | +39.5% | -25.1% | +64.6% | +57.9% |
| 1Y | +57.9% | -45.8% | +103.6% | +108.6% |
| 3Y | -15.0% | -9.4% | -5.6% | -13.2% |
| 5Y | -64.1% | +4.8% | -68.9% | -65.9% |
| 10Y | -1.6% | +129.8% | -131.4% | -39.6% |
| All | +115.7% | +250.9% | -135.1% | -0.7% |
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 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