+5.5%
CG vs KMX
-54.2%
+59.7%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -0.5% | -3.5% | -3.8% |
| 7D | -6.4% | -1.9% | -4.6% | -5.8% |
| 30D | -7.1% | +2.6% | -9.6% | -8.1% |
| 3M | -1.6% | +25.6% | -27.2% | -11.1% |
| 6M | -8.3% | +41.9% | -50.2% | -22.7% |
| YTD | -23.8% | +56.0% | -79.8% | -38.8% |
| 1Y | -28.7% | -1.8% | -27.0% | -31.7% |
| 3Y | +49.2% | -25.7% | +74.9% | +59.9% |
| 5Y | +5.5% | -54.7% | +60.3% | +32.3% |
| All | +5.5% | -54.2% | +59.7% | +32.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling