+5,331.8%
CF vs KMX
+247.4%
+5,084.5%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -2.1% | +2.8% | +1.3% |
| 7D | -3.2% | -7.4% | +4.2% | -1.1% |
| 30D | +4.3% | -3.4% | +7.7% | +4.9% |
| 3M | +2.8% | -11.3% | +14.1% | +5.7% |
| 6M | +0.6% | +30.6% | -29.9% | -10.0% |
| YTD | +56.6% | +33.2% | +23.4% | +36.0% |
| 1Y | +49.6% | +66.7% | -17.1% | +20.1% |
| 3Y | +61.5% | -22.1% | +83.5% | +55.0% |
| 5Y | +124.0% | -66.7% | +190.7% | +172.6% |
| 10Y | +573.2% | +1.9% | +571.3% | +390.7% |
| All | +5,331.8% | +247.4% | +5,084.5% | +1,848.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling