+51.5%
CART vs KMX
-22.9%
+74.5%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +1.0% | -2.3% | -1.4% |
| 7D | +1.0% | +1.9% | -0.9% | +0.8% |
| 30D | +12.6% | +11.7% | +0.9% | +11.0% |
| 3M | +23.1% | +34.9% | -11.8% | +18.3% |
| 6M | +39.5% | +50.3% | -10.7% | +31.9% |
| YTD | +13.5% | +63.8% | -50.3% | +5.3% |
| 1Y | +14.9% | +3.8% | +11.0% | +13.2% |
| All | +51.5% | -22.9% | +74.5% | +40.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling