+73.5%
CART vs KMX
-34.1%
+107.6%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +5.1% | -4.5% | -0.1% |
| 7D | +1.5% | -4.1% | +5.6% | +2.0% |
| 30D | +22.4% | +2.9% | +19.6% | +21.7% |
| 3M | +16.5% | -7.0% | +23.5% | +17.5% |
| 6M | +44.9% | +34.1% | +10.7% | +39.3% |
| YTD | +30.0% | +40.0% | -10.1% | +22.9% |
| 1Y | +59.1% | +67.2% | -8.1% | +45.7% |
| 3Y | +138.8% | -13.4% | +152.2% | +134.7% |
| All | +73.5% | -34.1% | +107.6% | +63.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling