+467.4%
CF vs KMX
+2.9%
+464.5%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +0.1% | +2.4% | +2.5% |
| 7D | +4.8% | +1.5% | +3.2% | +4.2% |
| 30D | +9.7% | +3.0% | +6.7% | +8.5% |
| 3M | +1.2% | -7.8% | +9.1% | +2.5% |
| 6M | +7.4% | +34.3% | -27.0% | -1.9% |
| YTD | +60.5% | +40.2% | +20.3% | +42.3% |
| 1Y | +50.7% | +63.0% | -12.2% | +28.0% |
| 3Y | +64.8% | -14.5% | +79.3% | +56.3% |
| 5Y | +115.8% | -64.3% | +180.1% | +164.6% |
| All | +467.4% | +2.9% | +464.5% | +314.1% |
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