+11.6%
KMX vs ALM
+3,289.7%
-3,278.2%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -6.5% | +4.1% | -2.4% |
| 7D | 0.0% | -4.0% | +4.0% | 0.0% |
| 30D | +3.5% | -30.5% | +34.0% | +3.7% |
| 3M | -10.4% | -46.9% | +36.5% | -10.2% |
| 6M | +37.6% | -65.5% | +103.1% | +38.3% |
| YTD | +36.1% | -13.4% | +49.5% | +36.0% |
| 1Y | +52.8% | +9.8% | +43.0% | +52.5% |
| 3Y | -17.0% | +783.1% | -800.1% | -18.3% |
| 5Y | -64.7% | +378.3% | -443.0% | -65.2% |
| 10Y | -4.0% | +1,942.8% | -1,946.9% | -6.4% |
| All | +11.6% | +3,289.7% | -3,278.2% | +5.5% |
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 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