+6,135.1%
CAT vs KMX
+392.6%
+5,742.5%
-73.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +0.1% | -2.5% | -2.4% |
| 7D | -6.3% | +1.5% | -7.8% | -6.6% |
| 30D | -26.8% | +3.0% | -29.8% | -27.5% |
| 3M | -30.0% | -7.8% | -22.2% | -29.2% |
| 6M | -34.6% | +34.3% | -68.9% | -39.1% |
| YTD | +2.9% | +40.2% | -37.3% | -5.9% |
| 1Y | +3.3% | +63.0% | -59.7% | -8.7% |
| 3Y | +153.7% | -14.5% | +168.2% | +149.8% |
| 5Y | +207.3% | -64.3% | +271.6% | +249.6% |
| 10Y | +674.0% | +2.8% | +671.2% | +592.2% |
| All | +6,135.1% | +392.6% | +5,742.5% | +3,738.0% |
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