-14.1%
CG vs KMX
+35.0%
-49.1%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | +3.3% | +1.2% | +4.0% |
| 7D | +9.4% | +2.1% | +7.3% | +9.1% |
| 30D | +8.7% | +0.5% | +8.2% | +8.5% |
| 3M | -15.0% | -4.1% | -10.9% | -14.7% |
| 6M | -13.2% | +49.5% | -62.7% | -17.6% |
| YTD | -26.2% | +42.7% | -68.9% | -29.6% |
| 1Y | -14.1% | +35.3% | -49.4% | -18.1% |
| All | -14.1% | +35.0% | -49.1% | -18.1% |
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