+73.5%
CART vs KMX
-36.0%
+109.5%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.4% | +1.8% | -0.3% |
| 7D | +1.2% | 0.0% | +1.2% | +1.2% |
| 30D | +17.8% | +3.5% | +14.3% | +17.1% |
| 3M | +20.7% | -10.4% | +31.1% | +22.3% |
| 6M | +49.7% | +37.6% | +12.1% | +43.5% |
| YTD | +30.0% | +36.1% | -6.1% | +23.4% |
| 1Y | +48.4% | +52.8% | -4.4% | +37.8% |
| 3Y | +132.0% | -17.0% | +149.0% | +129.1% |
| All | +73.5% | -36.0% | +109.5% | +64.3% |
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