+639.5%
CEG vs KMX
-43.0%
+682.4%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +1.0% | +3.8% | +4.7% |
| 7D | +8.0% | +1.9% | +6.1% | +7.6% |
| 30D | +12.9% | +11.7% | +1.3% | +10.5% |
| 3M | +13.2% | +34.9% | -21.7% | +6.5% |
| 6M | -7.0% | +50.3% | -57.2% | -15.1% |
| YTD | -15.0% | +63.8% | -78.8% | -24.3% |
| 1Y | -2.7% | +3.8% | -6.6% | -5.4% |
| 3Y | +184.1% | -24.3% | +208.3% | +191.1% |
| All | +639.5% | -43.0% | +682.4% | +661.3% |
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