-11.8%
CAG vs KMX
+5.0%
-16.8%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.0% | -1.9% | -1.0% |
| 7D | -3.8% | +1.9% | -5.7% | -4.0% |
| 30D | +3.1% | +11.7% | -8.6% | +1.9% |
| 3M | +23.5% | +34.9% | -11.4% | +19.7% |
| 6M | -14.8% | +50.3% | -65.1% | -18.6% |
| YTD | -5.4% | +63.8% | -69.2% | -11.1% |
| 1Y | -11.8% | +3.8% | -15.6% | -12.5% |
| All | -11.8% | +5.0% | -16.8% | -12.5% |
Cumulative growth
Daily Returns
Daily percentage return beside KMX.
Daily Out/Under-Performance
Portfolio return minus KMX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KMX 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 1y: compounded portfolio wealth divided by compounded KMX 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…
1y analysis · Full analysis span regression · 6 months rolling