+206.6%
CFG vs KMX
-3.5%
+210.1%
-65.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.4% | +1.6% | +0.2% |
| 7D | +1.6% | 0.0% | +1.7% | +1.6% |
| 30D | +3.3% | +3.5% | -0.2% | +1.4% |
| 3M | -11.5% | -10.4% | -1.1% | -8.2% |
| 6M | +6.2% | +37.6% | -31.4% | -9.8% |
| YTD | +14.3% | +36.1% | -21.8% | -4.9% |
| 1Y | +26.7% | +52.8% | -26.0% | -0.1% |
| 3Y | +187.8% | -17.0% | +204.8% | +183.1% |
| 5Y | +61.3% | -64.7% | +126.0% | +126.6% |
| All | +206.6% | -3.5% | +210.1% | +154.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling