+169.4%
CCJ vs KMX
-26.3%
+195.7%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.5% | -1.1% | -1.5% |
| 7D | +4.2% | -1.9% | +6.0% | +4.4% |
| 30D | +3.2% | +2.6% | +0.6% | +2.8% |
| 3M | -1.8% | +25.6% | -27.4% | -5.1% |
| 6M | -13.5% | +41.9% | -55.4% | -18.4% |
| YTD | +9.7% | +56.0% | -46.3% | +2.3% |
| 1Y | +30.0% | -1.8% | +31.8% | +26.6% |
| All | +169.4% | -26.3% | +195.7% | +164.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling