+287.5%
CAH vs KMX
+11.6%
+275.9%
-46.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.3% | -1.9% | -0.8% |
| 7D | -5.1% | -3.1% | -2.0% | -4.6% |
| 30D | +0.2% | +4.4% | -4.3% | -0.5% |
| 3M | +6.3% | +18.9% | -12.6% | +3.0% |
| 6M | +9.4% | +44.3% | -34.9% | +2.1% |
| YTD | +15.0% | +58.7% | -43.7% | +5.0% |
| 1Y | +55.4% | +0.1% | +55.3% | +52.3% |
| 3Y | +173.8% | -24.4% | +198.3% | +175.0% |
| 5Y | +395.2% | -54.4% | +449.6% | +442.7% |
| All | +287.5% | +11.6% | +275.9% | +205.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling