-76.2%
CAPR vs KMX
+4.1%
-80.2%
-97.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -4.3% | +0.7% | -1.8% |
| 7D | -9.5% | -0.7% | -8.8% | -9.3% |
| 30D | +121.5% | +4.1% | +117.4% | +116.8% |
| 3M | -65.4% | +27.5% | -92.9% | -69.4% |
| 6M | -67.5% | +43.6% | -111.1% | -73.2% |
| YTD | -68.6% | +56.8% | -125.4% | -75.4% |
| 1Y | +42.7% | -1.3% | +44.0% | +32.5% |
| 3Y | +43.4% | -25.4% | +68.7% | +42.6% |
| 5Y | +86.0% | -53.9% | +139.9% | +117.1% |
| All | -76.2% | +4.1% | -80.2% | -84.5% |
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 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