+274.8%
CG vs KMX
-2.3%
+277.2%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.2% | -0.2% | +0.5% |
| 7D | +0.2% | +3.4% | -3.2% | -1.1% |
| 30D | +11.2% | +6.8% | +4.4% | +8.1% |
| 3M | -22.1% | -11.4% | -10.7% | -18.4% |
| 6M | -17.9% | +43.6% | -61.5% | -31.1% |
| YTD | -31.3% | +37.7% | -69.0% | -42.8% |
| 1Y | -24.0% | +53.0% | -76.9% | -39.9% |
| 3Y | +45.0% | -16.3% | +61.3% | +44.4% |
| 5Y | -22.6% | -64.2% | +41.6% | +8.1% |
| All | +274.8% | -2.3% | +277.2% | +233.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling