+73.0%
CF vs KMX
-23.7%
+96.7%
-29.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +1.0% | -4.3% | -3.3% |
| 7D | +6.0% | +1.9% | +4.1% | +5.9% |
| 30D | +14.8% | +11.7% | +3.2% | +14.3% |
| 3M | +14.1% | +34.9% | -20.8% | +12.2% |
| 6M | +28.5% | +50.3% | -21.7% | +25.4% |
| YTD | +74.9% | +63.8% | +11.2% | +69.0% |
| 1Y | +61.7% | +3.8% | +57.8% | +61.8% |
| All | +73.0% | -23.7% | +96.7% | +68.1% |
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 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