-43.5%
CAG vs KMX
-54.8%
+11.3%
-62.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.3% | -2.0% | -0.8% |
| 7D | -5.7% | -3.1% | -2.6% | -5.4% |
| 30D | -2.4% | +4.4% | -6.9% | -2.9% |
| 3M | +9.8% | +18.9% | -9.1% | +7.7% |
| 6M | -10.8% | +44.3% | -55.1% | -14.4% |
| YTD | -10.8% | +58.7% | -69.5% | -15.5% |
| 1Y | -19.0% | +0.1% | -19.1% | -20.2% |
| 3Y | -39.7% | -24.4% | -15.3% | -39.9% |
| All | -43.5% | -54.8% | +11.3% | -41.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling