-14.5%
KMX vs ALM
+830.0%
-844.5%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -7.2% | +7.4% | +0.5% |
| 7D | +1.5% | -6.3% | +7.8% | +1.8% |
| 30D | +3.0% | -31.4% | +34.4% | +4.5% |
| 3M | -7.8% | -40.6% | +32.8% | -6.2% |
| 6M | +34.3% | -58.6% | +93.0% | +37.7% |
| YTD | +40.2% | -7.6% | +47.8% | +41.5% |
| 1Y | +63.0% | +13.8% | +49.1% | +63.8% |
| 3Y | -14.5% | +842.1% | -856.6% | -18.5% |
| All | -14.5% | +830.0% | -844.5% | -18.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling