+74.7%
CART vs KMX
-34.4%
+109.1%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.6% | +1.2% | +0.8% |
| 7D | -0.6% | -2.3% | +1.7% | -0.3% |
| 30D | +23.1% | +6.3% | +16.8% | +21.9% |
| 3M | +19.2% | -7.4% | +26.6% | +20.2% |
| 6M | +45.7% | +37.9% | +7.8% | +39.6% |
| YTD | +30.9% | +39.5% | -8.6% | +23.8% |
| 1Y | +50.2% | +57.9% | -7.7% | +38.8% |
| 3Y | +133.5% | -15.0% | +148.5% | +129.9% |
| All | +74.7% | -34.4% | +109.1% | +64.9% |
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 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