-69.4%
CAPR vs KMX
-2.3%
-67.0%
-97.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.9% | +1.2% | -8.2% | -7.5% |
| 7D | +5.9% | +3.4% | +2.5% | +4.5% |
| 30D | +44.6% | +6.8% | +37.8% | +40.7% |
| 3M | +126.4% | -11.4% | +137.7% | +135.8% |
| 6M | -68.6% | +43.6% | -112.1% | -74.0% |
| YTD | -67.0% | +37.7% | -104.7% | -72.9% |
| 1Y | +65.2% | +53.0% | +12.2% | +29.0% |
| 3Y | +235.6% | -16.3% | +251.9% | +212.4% |
| 5Y | +175.4% | -64.2% | +239.7% | +280.5% |
| All | -69.4% | -2.3% | -67.0% | -80.3% |
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