+8.9%
CAT vs KMX
+35.0%
-26.1%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | +3.3% | -8.5% | -5.5% |
| 7D | -17.1% | +2.1% | -19.2% | -17.3% |
| 30D | -30.1% | +0.5% | -30.6% | -30.2% |
| 3M | -32.4% | -4.1% | -28.3% | -32.2% |
| 6M | -32.1% | +49.5% | -81.6% | -35.2% |
| YTD | +4.1% | +42.7% | -38.6% | +0.2% |
| 1Y | +8.9% | +35.3% | -26.4% | +4.9% |
| All | +8.9% | +35.0% | -26.1% | +4.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling