+34.3%
KMX vs ALM
+7,705.7%
-7,671.4%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.5% | +2.6% | +1.0% |
| 7D | +1.9% | -2.6% | +4.5% | +1.9% |
| 30D | +11.7% | +32.0% | -20.3% | +11.5% |
| 3M | +34.9% | -15.0% | +49.9% | +34.9% |
| 6M | +50.3% | -10.1% | +60.4% | +50.2% |
| YTD | +63.8% | +99.4% | -35.6% | +63.0% |
| 1Y | +3.8% | +316.4% | -312.5% | +2.9% |
| 3Y | -24.3% | +2,022.0% | -2,046.3% | -25.8% |
| 5Y | -50.2% | +941.2% | -991.4% | -51.1% |
| 10Y | +5.4% | +2,950.3% | -2,945.0% | +2.5% |
| All | +34.3% | +7,705.7% | -7,671.4% | +26.4% |
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