+95.4%
CAT vs KMX
+5.0%
+90.4%
-26.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.0% | +0.7% | +1.6% |
| 7D | +1.7% | +1.9% | -0.2% | +1.5% |
| 30D | -6.6% | +11.7% | -18.2% | -7.5% |
| 3M | -13.3% | +34.9% | -48.2% | -15.8% |
| 6M | +11.6% | +50.3% | -38.6% | +6.8% |
| YTD | +42.9% | +63.8% | -20.8% | +36.8% |
| 1Y | +95.4% | +3.8% | +91.6% | +95.4% |
| All | +95.4% | +5.0% | +90.4% | +95.4% |
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