+47.2%
CAPR vs KMX
+35.0%
+12.2%
-89.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.3% | +3.3% | +5.0% | +7.7% |
| 7D | +43.2% | +2.1% | +41.0% | +42.4% |
| 30D | +14.7% | +0.5% | +14.1% | +14.2% |
| 3M | +113.9% | -4.1% | +118.0% | +113.6% |
| 6M | -73.4% | +49.5% | -122.9% | -76.1% |
| YTD | -69.1% | +42.7% | -111.8% | -71.7% |
| 1Y | +47.2% | +35.3% | +11.9% | +35.5% |
| All | +47.2% | +35.0% | +12.2% | +35.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling