-25.9%
CCJ vs KMX
+35.0%
-60.9%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +3.3% | -4.5% | -1.9% |
| 7D | -14.5% | +2.1% | -16.6% | -14.9% |
| 30D | -18.1% | +0.5% | -18.6% | -18.3% |
| 3M | -23.0% | -4.1% | -18.9% | -22.6% |
| 6M | -39.4% | +49.5% | -88.9% | -44.9% |
| YTD | -21.7% | +42.7% | -64.4% | -28.9% |
| 1Y | -25.9% | +35.3% | -61.2% | -32.7% |
| All | -25.9% | +35.0% | -60.9% | -32.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling