+112.0%
CF vs KMX
-66.8%
+178.8%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -2.1% | +2.8% | +0.9% |
| 7D | -3.2% | -7.4% | +4.2% | -2.6% |
| 30D | +4.3% | -3.4% | +7.7% | +4.5% |
| 3M | +2.8% | -11.3% | +14.1% | +3.6% |
| 6M | +0.6% | +30.6% | -29.9% | -2.7% |
| YTD | +56.6% | +33.2% | +23.4% | +49.9% |
| 1Y | +49.6% | +66.7% | -17.1% | +39.0% |
| 3Y | +61.5% | -22.1% | +83.5% | +60.9% |
| All | +112.0% | -66.8% | +178.8% | +143.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling