+216.8%
CB vs KMX
+0.4%
+216.4%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -4.3% | +2.8% | -0.7% |
| 7D | -0.6% | -0.7% | +0.1% | -0.5% |
| 30D | -3.9% | +4.1% | -8.0% | -4.6% |
| 3M | +4.9% | +27.5% | -22.6% | +0.1% |
| 6M | +3.3% | +43.6% | -40.3% | -4.2% |
| YTD | +8.5% | +56.8% | -48.2% | -1.5% |
| 1Y | +22.1% | -1.3% | +23.4% | +19.4% |
| 3Y | +70.1% | -25.4% | +95.5% | +71.2% |
| 5Y | +97.4% | -53.9% | +151.3% | +115.9% |
| 10Y | +216.8% | +0.7% | +216.2% | +173.1% |
| All | +216.8% | +0.4% | +216.4% | +173.1% |
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