+23.3%
CAVA vs KMX
-23.1%
+46.5%
-71.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +0.4% | -4.8% | -4.6% |
| 7D | -12.4% | -3.4% | -9.1% | -11.4% |
| 30D | -11.2% | +4.0% | -15.2% | -12.4% |
| 3M | -33.8% | +24.8% | -58.6% | -39.3% |
| 6M | -32.5% | +43.6% | -76.1% | -42.4% |
| YTD | -8.0% | +56.6% | -64.6% | -24.3% |
| 1Y | -17.1% | +2.2% | -19.4% | -21.5% |
| 3Y | +37.8% | -25.4% | +63.3% | +44.4% |
| All | +23.3% | -23.1% | +46.5% | +31.0% |
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