+1,126.0%
CAT vs KMX
+0.4%
+1,125.6%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -4.3% | +5.3% | +2.3% |
| 7D | +5.6% | -0.7% | +6.3% | +5.7% |
| 30D | -2.3% | +4.1% | -6.4% | -3.6% |
| 3M | -10.0% | +27.5% | -37.5% | -16.6% |
| 6M | +21.2% | +43.6% | -22.3% | +7.5% |
| YTD | +44.4% | +56.8% | -12.3% | +24.0% |
| 1Y | +96.3% | -1.3% | +97.6% | +89.2% |
| 3Y | +203.9% | -25.4% | +229.3% | +211.5% |
| 5Y | +333.5% | -53.9% | +387.4% | +392.0% |
| 10Y | +1,126.0% | +0.7% | +1,125.4% | +896.5% |
| All | +1,126.0% | +0.4% | +1,125.6% | +896.5% |
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