+316.4%
CFG vs KMX
+7.8%
+308.6%
-65.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.1% | +1.2% | 0.0% |
| 7D | -0.9% | -7.4% | +6.5% | +2.2% |
| 30D | +1.1% | -3.4% | +4.4% | +2.1% |
| 3M | -12.0% | -11.3% | -0.7% | -8.3% |
| 6M | -2.2% | +30.6% | -32.8% | -14.8% |
| YTD | +11.4% | +33.2% | -21.8% | -6.0% |
| 1Y | +27.8% | +66.7% | -38.9% | -2.6% |
| 3Y | +173.3% | -22.1% | +195.4% | +176.6% |
| 5Y | +62.4% | -66.7% | +129.2% | +129.6% |
| 10Y | +249.6% | +1.9% | +247.7% | +181.8% |
| All | +316.4% | +7.8% | +308.6% | +236.0% |
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