-98.0%
CAPR vs KMX
+98.5%
-196.6%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.9% | +0.1% | -10.1% | -10.0% |
| 7D | +7.6% | +1.5% | +6.1% | +7.3% |
| 30D | +13.3% | +3.0% | +10.3% | +12.6% |
| 3M | +130.4% | -7.8% | +138.2% | +133.9% |
| 6M | -70.8% | +34.3% | -105.1% | -73.3% |
| YTD | -69.3% | +40.2% | -109.5% | -72.6% |
| 1Y | +59.5% | +63.0% | -3.4% | +37.0% |
| 3Y | +216.8% | -14.5% | +231.3% | +207.9% |
| 5Y | +152.7% | -64.3% | +217.0% | +194.0% |
| 10Y | -68.2% | +2.8% | -71.0% | -71.6% |
| All | -98.0% | +98.5% | -196.6% | -97.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling