+33.3%
CAPR vs KMX
-1.2%
+34.5%
-89.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -0.5% | -4.2% | -4.6% |
| 7D | -12.6% | -1.9% | -10.8% | -12.4% |
| 30D | +124.4% | +2.6% | +121.8% | +123.4% |
| 3M | -66.8% | +25.6% | -92.4% | -68.1% |
| 6M | -71.8% | +41.9% | -113.7% | -73.7% |
| YTD | -70.1% | +56.0% | -126.1% | -72.8% |
| 1Y | +33.3% | -1.8% | +35.1% | +18.0% |
| All | +33.3% | -1.2% | +34.5% | +18.0% |
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