+71.6%
CB vs KMX
-16.1%
+87.7%
-14.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +5.1% | -5.5% | -0.7% |
| 7D | -1.5% | -4.1% | +2.6% | -1.3% |
| 30D | +6.5% | +2.9% | +3.7% | +6.4% |
| 3M | +4.1% | -7.0% | +11.1% | +4.3% |
| 6M | +14.4% | +34.1% | -19.7% | +12.7% |
| YTD | +17.5% | +40.0% | -22.5% | +15.1% |
| 1Y | +27.5% | +67.2% | -39.7% | +23.5% |
| 3Y | +71.6% | -13.4% | +85.0% | +80.5% |
| All | +71.6% | -16.1% | +87.7% | +80.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling