+1,056.5%
CCJ vs KMX
+11.6%
+1,044.8%
-57.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.3% | -2.1% | -1.1% |
| 7D | -4.0% | -3.1% | -0.9% | -3.4% |
| 30D | -2.4% | +4.4% | -6.8% | -3.4% |
| 3M | -2.3% | +18.9% | -21.2% | -6.6% |
| 6M | -16.2% | +44.3% | -60.5% | -24.1% |
| YTD | +5.7% | +58.7% | -53.0% | -6.7% |
| 1Y | +21.3% | +0.1% | +21.1% | +17.3% |
| 3Y | +159.4% | -24.4% | +183.8% | +160.5% |
| 5Y | +300.7% | -54.4% | +355.1% | +342.0% |
| All | +1,056.5% | +11.6% | +1,044.8% | +856.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling