+55.4%
CG vs KMX
-25.6%
+81.0%
-40.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -4.3% | +2.1% | -0.8% |
| 7D | -1.3% | -0.7% | -0.6% | -1.1% |
| 30D | -3.2% | +4.1% | -7.3% | -4.5% |
| 3M | +6.2% | +27.5% | -21.3% | -2.8% |
| 6M | -4.7% | +43.6% | -48.2% | -17.8% |
| YTD | -20.6% | +56.8% | -77.4% | -34.4% |
| 1Y | -26.4% | -1.3% | -25.0% | -27.1% |
| 3Y | +55.4% | -25.4% | +80.8% | +61.0% |
| All | +55.4% | -25.6% | +81.0% | +61.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling