+47.3%
CAPR vs KMX
-22.2%
+69.6%
-89.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.0% | +0.3% | +1.1% |
| 7D | -2.0% | +1.9% | -3.9% | -2.4% |
| 30D | +139.2% | +11.7% | +127.5% | +133.0% |
| 3M | -66.4% | +34.9% | -101.3% | -68.8% |
| 6M | -63.1% | +50.3% | -113.4% | -67.0% |
| YTD | -67.4% | +63.8% | -131.2% | -71.6% |
| 1Y | +58.2% | +3.8% | +54.4% | +51.0% |
| All | +47.3% | -22.2% | +69.6% | +31.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling