+73.5%
CART vs KMX
-34.0%
+107.5%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.1% | -0.1% | 0.0% |
| 7D | +0.3% | +1.5% | -1.2% | +0.1% |
| 30D | +22.4% | +3.0% | +19.4% | +21.7% |
| 3M | +15.6% | -7.8% | +23.5% | +16.7% |
| 6M | +44.9% | +34.3% | +10.6% | +39.3% |
| YTD | +30.0% | +40.2% | -10.3% | +22.9% |
| 1Y | +56.6% | +63.0% | -6.3% | +44.0% |
| 3Y | +131.9% | -14.5% | +146.4% | +128.1% |
| All | +73.5% | -34.0% | +107.5% | +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