-25.6%
CG vs KMX
+5.0%
-30.6%
-40.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +1.0% | -2.7% | -1.8% |
| 7D | -4.3% | +1.9% | -6.2% | -4.5% |
| 30D | -5.1% | +11.7% | -16.8% | -6.4% |
| 3M | +8.7% | +34.9% | -26.2% | +4.6% |
| 6M | -9.2% | +50.3% | -59.5% | -14.8% |
| YTD | -18.9% | +63.8% | -82.7% | -24.3% |
| 1Y | -25.6% | +3.8% | -29.5% | -29.7% |
| All | -25.6% | +5.0% | -30.6% | -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