+116.9%
CAG vs KMX
+448.1%
-331.2%
-62.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.5% | -0.5% | -1.0% |
| 7D | -6.6% | -1.9% | -4.8% | -6.5% |
| 30D | +2.3% | +2.6% | -0.3% | +2.1% |
| 3M | +16.3% | +25.6% | -9.3% | +14.3% |
| 6M | -16.0% | +41.9% | -57.9% | -18.3% |
| YTD | -7.7% | +56.0% | -63.7% | -11.0% |
| 1Y | -16.0% | -1.8% | -14.3% | -16.8% |
| 3Y | -37.7% | -25.7% | -12.0% | -37.6% |
| 5Y | -41.2% | -54.7% | +13.5% | -40.0% |
| 10Y | -33.8% | +9.2% | -43.0% | -37.1% |
| All | +116.9% | +448.1% | -331.2% | +92.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling