+10.7%
CARR vs KMX
-54.8%
+65.4%
-39.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +1.3% | +0.1% | +1.1% |
| 7D | -3.8% | -3.1% | -0.7% | -2.9% |
| 30D | -8.9% | +4.4% | -13.4% | -10.2% |
| 3M | -17.3% | +18.9% | -36.2% | -22.0% |
| 6M | -1.4% | +44.3% | -45.7% | -13.0% |
| YTD | +10.0% | +58.7% | -48.7% | -6.3% |
| 1Y | -6.4% | +0.1% | -6.5% | -9.6% |
| 3Y | +1.5% | -24.4% | +26.0% | +4.4% |
| All | +10.7% | -54.8% | +65.4% | +24.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling