+37.6%
KMX vs ALM
-63.0%
+100.6%
-22.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -6.5% | +4.1% | -1.7% |
| 7D | 0.0% | -4.0% | +4.0% | +0.4% |
| 30D | +3.5% | -30.5% | +34.0% | +6.9% |
| 3M | -10.4% | -46.9% | +36.5% | -5.9% |
| 6M | +37.6% | -65.5% | +103.1% | +49.8% |
| All | +37.6% | -63.0% | +100.6% | +49.8% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling