+3,125.5%
CAKE vs KMX
+450.2%
+2,675.3%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +0.4% | -2.7% | -2.5% |
| 7D | -5.6% | -3.4% | -2.2% | -4.8% |
| 30D | -10.5% | +4.0% | -14.5% | -11.4% |
| 3M | +43.6% | +24.8% | +18.8% | +35.2% |
| 6M | +63.0% | +43.6% | +19.4% | +46.9% |
| YTD | +102.9% | +56.6% | +46.3% | +78.3% |
| 1Y | +75.6% | +2.2% | +73.4% | +68.8% |
| 3Y | +257.7% | -25.4% | +283.2% | +266.5% |
| 5Y | +156.0% | -55.0% | +211.0% | +188.3% |
| 10Y | +150.5% | +9.6% | +141.0% | +132.0% |
| All | +3,125.5% | +450.2% | +2,675.3% | +1,947.5% |
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 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