+1,031.0%
CBOE vs KMX
+187.8%
+843.2%
-43.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.5% | 0.0% | -0.4% |
| 7D | -0.8% | -1.9% | +1.1% | -0.6% |
| 30D | +2.7% | +2.6% | +0.1% | +2.4% |
| 3M | +0.7% | +25.6% | -24.9% | -2.1% |
| 6M | -2.0% | +41.9% | -43.8% | -6.5% |
| YTD | +17.1% | +56.0% | -38.9% | +10.2% |
| 1Y | +26.5% | -1.8% | +28.3% | +24.8% |
| 3Y | +96.1% | -25.7% | +121.9% | +95.9% |
| 5Y | +149.3% | -54.7% | +204.0% | +163.0% |
| 10Y | +386.5% | +9.2% | +377.3% | +316.9% |
| All | +1,031.0% | +187.8% | +843.2% | +634.2% |
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