+220.7%
CF vs KMX
-50.1%
+270.8%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +1.0% | -4.3% | -3.3% |
| 7D | +6.0% | +1.9% | +4.1% | +5.8% |
| 30D | +14.8% | +11.7% | +3.2% | +13.7% |
| 3M | +14.1% | +34.9% | -20.8% | +10.6% |
| 6M | +28.5% | +50.3% | -21.7% | +22.7% |
| YTD | +74.9% | +63.8% | +11.2% | +64.9% |
| 1Y | +61.7% | +3.8% | +57.8% | +59.9% |
| 3Y | +80.3% | -24.3% | +104.6% | +82.3% |
| All | +220.7% | -50.1% | +270.8% | +230.8% |
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