+2,913.9%
CB vs KMX
+475.4%
+2,438.5%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +1.0% | -3.0% | -2.1% |
| 7D | +0.5% | +1.9% | -1.4% | +0.2% |
| 30D | -3.1% | +11.7% | -14.8% | -4.9% |
| 3M | +9.0% | +34.9% | -25.9% | +3.2% |
| 6M | +2.9% | +50.3% | -47.4% | -4.9% |
| YTD | +10.1% | +63.8% | -53.7% | -0.1% |
| 1Y | +22.8% | +3.8% | +19.0% | +18.5% |
| 3Y | +73.8% | -24.3% | +98.1% | +72.7% |
| 5Y | +99.2% | -50.2% | +149.4% | +105.7% |
| 10Y | +218.2% | +5.4% | +212.8% | +180.6% |
| All | +2,913.9% | +475.4% | +2,438.5% | +1,708.5% |
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 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