-26.5%
KMX vs ALC
+27.5%
-54.0%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.2% | +1.6% | +0.6% |
| 7D | -2.3% | -6.3% | +4.0% | +1.3% |
| 30D | +6.3% | +12.6% | -6.3% | -0.3% |
| 3M | -7.4% | -3.8% | -3.5% | -5.6% |
| 6M | +37.9% | +16.8% | +21.1% | +25.5% |
| YTD | +39.5% | -7.6% | +47.1% | +42.8% |
| 1Y | +57.9% | -5.9% | +63.7% | +59.8% |
| 3Y | -15.0% | +0.6% | -15.5% | -19.8% |
| 5Y | -64.1% | -9.5% | -54.7% | -64.7% |
| All | -26.5% | +27.5% | -54.0% | -45.9% |
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