-17.8%
KMX vs ALC
+20.4%
-38.1%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.0% | +0.5% | +0.1% |
| 7D | -1.9% | -5.3% | +3.4% | +1.1% |
| 30D | +2.6% | -7.1% | +9.6% | +6.6% |
| 3M | +25.6% | +0.8% | +24.8% | +24.3% |
| 6M | +41.9% | -16.0% | +57.8% | +53.8% |
| YTD | +56.0% | -12.7% | +68.8% | +65.0% |
| 1Y | -1.8% | -12.8% | +11.1% | +4.1% |
| 3Y | -25.7% | -15.8% | -9.9% | -22.1% |
| 5Y | -54.7% | -16.7% | -38.1% | -53.4% |
| All | -17.8% | +20.4% | -38.1% | -37.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ALC.
Daily Out/Under-Performance
Portfolio return minus ALC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALC 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 10y: compounded portfolio wealth divided by compounded ALC 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…
10y analysis · Full analysis span regression · 6 months rolling