+74.9%
CB vs KMX
-14.8%
+89.6%
-14.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.2% | -0.1% | +1.0% |
| 7D | +2.9% | +3.4% | -0.4% | +2.8% |
| 30D | +7.3% | +6.8% | +0.5% | +7.0% |
| 3M | +9.4% | -11.4% | +20.8% | +9.8% |
| 6M | +19.6% | +43.6% | -23.9% | +17.5% |
| YTD | +21.5% | +37.7% | -16.3% | +19.1% |
| 1Y | +28.0% | +53.0% | -25.0% | +24.6% |
| 3Y | +74.9% | -16.3% | +91.2% | +84.0% |
| All | +74.9% | -14.8% | +89.6% | +84.0% |
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 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