+15.0%
KMX vs ALM
+3,516.3%
-3,501.3%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -7.2% | +7.4% | +0.2% |
| 7D | +1.5% | -6.3% | +7.8% | +1.6% |
| 30D | +3.0% | -31.4% | +34.4% | +3.2% |
| 3M | -7.8% | -40.6% | +32.8% | -7.6% |
| 6M | +34.3% | -58.6% | +93.0% | +34.9% |
| YTD | +40.2% | -7.6% | +47.8% | +40.1% |
| 1Y | +63.0% | +13.8% | +49.1% | +62.6% |
| 3Y | -14.5% | +842.1% | -856.6% | -15.8% |
| 5Y | -64.3% | +407.4% | -471.7% | -64.9% |
| 10Y | +2.8% | +2,079.4% | -2,076.6% | +0.2% |
| All | +15.0% | +3,516.3% | -3,501.3% | +8.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling