+5,858.4%
CAT vs KMX
+368.0%
+5,490.4%
-73.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -2.1% | +3.0% | +1.3% |
| 7D | -10.3% | -7.4% | -2.9% | -8.9% |
| 30D | -31.2% | -3.4% | -27.8% | -31.0% |
| 3M | -34.7% | -11.3% | -23.3% | -33.4% |
| 6M | -39.5% | +30.6% | -70.0% | -43.4% |
| YTD | -1.7% | +33.2% | -34.9% | -9.2% |
| 1Y | -1.1% | +66.7% | -67.8% | -13.1% |
| 3Y | +143.9% | -22.1% | +165.9% | +144.7% |
| 5Y | +194.8% | -66.7% | +261.5% | +240.0% |
| 10Y | +739.8% | +1.9% | +737.9% | +652.6% |
| All | +5,858.4% | +368.0% | +5,490.4% | +3,605.3% |
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