+2.2%
KMX vs ALM
+279.2%
-276.9%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2025-09-10 to 2026-09-10.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -9.6% | +10.0% | +0.9% |
| 7D | -3.4% | -7.1% | +3.7% | -3.1% |
| 30D | +4.0% | +24.7% | -20.7% | +2.6% |
| 3M | +24.8% | +8.3% | +16.5% | +23.7% |
| 6M | +43.6% | -22.2% | +65.8% | +43.2% |
| YTD | +56.6% | +88.1% | -31.5% | +55.7% |
| 1Y | +2.2% | +272.4% | -270.1% | -4.8% |
| All | +2.2% | +279.2% | -276.9% | -4.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ALM.
Daily Out/Under-Performance
Portfolio return minus ALM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALM 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 2025-09-10 to 2026-09-10: compounded portfolio wealth divided by compounded ALM 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…
2025-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling