-53.9%
KMX vs ALC
-15.6%
-38.3%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -2.0% | -2.3% | -3.3% |
| 7D | -0.7% | -3.7% | +3.0% | +1.1% |
| 30D | +4.1% | -3.7% | +7.9% | +5.9% |
| 3M | +27.5% | +4.6% | +23.0% | +24.0% |
| 6M | +43.6% | -14.6% | +58.2% | +53.6% |
| YTD | +56.8% | -11.9% | +68.6% | +64.4% |
| 1Y | -1.3% | -13.1% | +11.8% | +4.4% |
| 3Y | -25.4% | -15.0% | -10.4% | -22.6% |
| 5Y | -53.9% | -16.2% | -37.7% | -53.3% |
| All | -53.9% | -15.6% | -38.3% | -53.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling