+72.5%
CART vs KMX
-37.3%
+109.8%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -2.1% | +2.7% | +0.9% |
| 7D | +3.0% | -7.4% | +10.3% | +4.0% |
| 30D | +28.6% | -3.4% | +31.9% | +28.9% |
| 3M | +29.1% | -11.3% | +40.4% | +31.0% |
| 6M | +44.7% | +30.6% | +14.2% | +39.7% |
| YTD | +29.2% | +33.2% | -4.0% | +23.0% |
| 1Y | +66.2% | +66.7% | -0.6% | +52.1% |
| 3Y | +112.8% | -22.1% | +134.9% | +111.0% |
| All | +72.5% | -37.3% | +109.8% | +63.8% |
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