+2,317.2%
CBRE vs KMX
+447.0%
+1,870.1%
-94.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.0% | -1.6% | -1.2% |
| 7D | -2.0% | +1.9% | -3.9% | -2.9% |
| 30D | -2.2% | +11.7% | -13.9% | -8.1% |
| 3M | +12.9% | +34.9% | -22.0% | -5.9% |
| 6M | +4.3% | +50.3% | -46.0% | -20.1% |
| YTD | -8.0% | +63.8% | -71.8% | -33.4% |
| 1Y | -8.6% | +3.8% | -12.4% | -18.8% |
| 3Y | +71.9% | -24.3% | +96.2% | +71.6% |
| 5Y | +50.0% | -50.2% | +100.2% | +71.9% |
| 10Y | +390.1% | +5.4% | +384.7% | +189.7% |
| All | +2,317.2% | +447.0% | +1,870.1% | +300.0% |
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 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