-1.8%
CARR vs KMX
+35.0%
-36.7%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +3.3% | -2.8% | 0.0% |
| 7D | -0.7% | +2.1% | -2.8% | -1.1% |
| 30D | +0.3% | +0.5% | -0.2% | +0.1% |
| 3M | -14.9% | -4.1% | -10.8% | -14.5% |
| 6M | -14.9% | +49.5% | -64.4% | -21.0% |
| YTD | +7.0% | +42.7% | -35.7% | +0.2% |
| 1Y | -1.8% | +35.3% | -37.1% | -8.0% |
| All | -1.8% | +35.0% | -36.7% | -8.0% |
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