+674.0%
CAT vs KMX
+6.5%
+667.5%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +0.1% | -2.5% | -2.4% |
| 7D | -6.3% | +1.5% | -7.8% | -6.7% |
| 30D | -26.8% | +3.0% | -29.8% | -27.7% |
| 3M | -30.0% | -7.8% | -22.2% | -28.9% |
| 6M | -34.6% | +34.3% | -68.9% | -40.8% |
| YTD | +2.9% | +40.2% | -37.3% | -9.3% |
| 1Y | +3.3% | +63.0% | -59.7% | -13.2% |
| 3Y | +153.7% | -14.5% | +168.2% | +148.5% |
| 5Y | +207.3% | -64.3% | +271.6% | +278.9% |
| 10Y | +674.0% | +2.8% | +671.2% | +527.4% |
| All | +674.0% | +6.5% | +667.5% | +527.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling