+5,967.0%
CF vs KMX
+327.1%
+5,639.9%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +1.0% | -4.3% | -3.6% |
| 7D | +6.0% | +1.9% | +4.1% | +5.3% |
| 30D | +14.8% | +11.7% | +3.2% | +10.8% |
| 3M | +14.1% | +34.9% | -20.8% | +2.5% |
| 6M | +28.5% | +50.3% | -21.7% | +9.3% |
| YTD | +74.9% | +63.8% | +11.2% | +43.6% |
| 1Y | +61.7% | +3.8% | +57.8% | +50.5% |
| 3Y | +80.3% | -24.3% | +104.6% | +76.8% |
| 5Y | +226.0% | -50.2% | +276.2% | +244.3% |
| 10Y | +569.9% | +5.4% | +564.5% | +391.9% |
| All | +5,967.0% | +327.1% | +5,639.9% | +1,957.9% |
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