-13.7%
KMX vs ALC
+24.0%
-37.7%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -2.2% | +3.2% | +2.2% |
| 7D | +1.9% | -2.1% | +4.0% | +3.0% |
| 30D | +11.7% | -0.1% | +11.8% | +11.5% |
| 3M | +34.9% | +5.9% | +29.0% | +29.9% |
| 6M | +50.3% | -15.9% | +66.2% | +63.0% |
| YTD | +63.8% | -10.1% | +73.9% | +70.4% |
| 1Y | +3.8% | -10.2% | +14.1% | +8.2% |
| 3Y | -24.3% | -13.6% | -10.7% | -21.7% |
| 5Y | -50.2% | -15.1% | -35.1% | -49.2% |
| All | -13.7% | +24.0% | -37.7% | -35.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling