-64.8%
CAPR vs KMX
+33.3%
-98.1%
-87.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +26.5% | -0.6% | +27.0% | +26.6% |
| 7D | +25.8% | -2.3% | +28.1% | +25.9% |
| 30D | +50.2% | +6.3% | +43.9% | +48.9% |
| 3M | +185.5% | -7.4% | +192.9% | +178.7% |
| 6M | -64.8% | +37.9% | -102.7% | -71.9% |
| All | -64.8% | +33.3% | -98.1% | -71.9% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling