+113.8%
CF vs KMX
-65.0%
+178.8%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -2.4% | +3.8% | +1.6% |
| 7D | +5.4% | 0.0% | +5.4% | +5.3% |
| 30D | +6.5% | +3.5% | +3.1% | +6.1% |
| 3M | +4.6% | -10.4% | +15.1% | +5.4% |
| 6M | -3.3% | +37.6% | -40.9% | -7.0% |
| YTD | +63.9% | +36.1% | +27.8% | +56.6% |
| 1Y | +50.4% | +52.8% | -2.3% | +41.4% |
| 3Y | +68.2% | -17.0% | +85.3% | +66.3% |
| 5Y | +113.8% | -64.7% | +178.5% | +141.6% |
| All | +113.8% | -65.0% | +178.8% | +141.6% |
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