+1,827.9%
CAH vs KMX
+450.6%
+1,377.3%
-62.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -4.3% | +1.6% | -2.2% |
| 7D | +0.5% | -0.7% | +1.2% | +0.6% |
| 30D | +1.7% | +4.1% | -2.4% | +1.2% |
| 3M | +17.9% | +27.5% | -9.6% | +13.9% |
| 6M | +10.9% | +43.6% | -32.6% | +5.2% |
| YTD | +17.9% | +56.8% | -38.9% | +10.1% |
| 1Y | +61.7% | -1.3% | +63.0% | +58.7% |
| 3Y | +183.7% | -25.4% | +209.1% | +183.3% |
| 5Y | +401.3% | -53.9% | +455.2% | +420.3% |
| 10Y | +293.7% | +0.7% | +293.0% | +261.9% |
| All | +1,827.9% | +450.6% | +1,377.3% | +1,259.2% |
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 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