+362.4%
CFG vs KMX
+32.5%
+329.9%
-65.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.0% | -1.1% | -0.5% |
| 7D | +1.5% | +1.9% | -0.4% | +0.8% |
| 30D | -3.8% | +11.7% | -15.5% | -8.3% |
| 3M | +11.5% | +34.9% | -23.4% | -2.9% |
| 6M | +19.2% | +50.3% | -31.1% | -2.6% |
| YTD | +23.7% | +63.8% | -40.1% | -3.5% |
| 1Y | +38.8% | +3.8% | +35.0% | +28.0% |
| 3Y | +178.9% | -24.3% | +203.2% | +188.4% |
| 5Y | +101.8% | -50.2% | +152.0% | +135.7% |
| 10Y | +317.3% | +5.4% | +311.9% | +229.2% |
| All | +362.4% | +32.5% | +329.9% | +244.9% |
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