-39.3%
CAG vs KMX
-26.1%
-13.2%
-56.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +0.4% | -3.1% | -2.8% |
| 7D | -5.9% | -3.4% | -2.5% | -5.5% |
| 30D | -1.5% | +4.0% | -5.6% | -2.0% |
| 3M | +11.5% | +24.8% | -13.3% | +8.3% |
| 6M | -15.7% | +43.6% | -59.3% | -19.7% |
| YTD | -10.2% | +56.6% | -66.8% | -15.9% |
| 1Y | -18.1% | +2.2% | -20.3% | -19.5% |
| All | -39.3% | -26.1% | -13.2% | -39.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling