+38.2%
CFG vs KMX
-1.2%
+39.4%
-18.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.5% | -0.4% | -0.8% |
| 7D | -0.6% | -1.9% | +1.3% | -0.3% |
| 30D | -4.5% | +2.6% | -7.1% | -4.9% |
| 3M | +6.3% | +25.6% | -19.3% | +2.5% |
| 6M | +20.6% | +41.9% | -21.3% | +13.0% |
| YTD | +21.2% | +56.0% | -34.8% | +12.2% |
| 1Y | +38.2% | -1.8% | +40.0% | +29.7% |
| All | +38.2% | -1.2% | +39.4% | +29.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling