+38.4%
CART vs KMX
-26.6%
+65.0%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -0.5% | -2.4% | -2.8% |
| 7D | -9.5% | -1.9% | -7.6% | -9.2% |
| 30D | -7.8% | +2.6% | -10.3% | -8.0% |
| 3M | +10.4% | +25.6% | -15.2% | +7.1% |
| 6M | +20.1% | +41.9% | -21.8% | +14.4% |
| YTD | +3.7% | +56.0% | -52.3% | -3.2% |
| 1Y | +2.6% | -1.8% | +4.3% | +1.9% |
| All | +38.4% | -26.6% | +65.0% | +28.9% |
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 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