+2,131.1%
CCJ vs KMX
+475.4%
+1,655.7%
-87.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.0% | -0.9% | 0.0% |
| 7D | +0.7% | +1.9% | -1.2% | +0.4% |
| 30D | +6.9% | +11.7% | -4.8% | +5.0% |
| 3M | -11.6% | +34.9% | -46.5% | -16.1% |
| 6M | -16.2% | +50.3% | -66.5% | -22.2% |
| YTD | +10.1% | +63.8% | -53.7% | +0.7% |
| 1Y | +32.3% | +3.8% | +28.4% | +28.4% |
| 3Y | +171.3% | -24.3% | +195.6% | +171.8% |
| 5Y | +372.4% | -50.2% | +422.6% | +395.0% |
| 10Y | +1,070.0% | +5.4% | +1,064.7% | +962.7% |
| All | +2,131.1% | +475.4% | +1,655.7% | +1,604.9% |
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