-23.4%
CG vs KMX
-65.0%
+41.5%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -2.4% | -1.8% | -3.3% |
| 7D | -1.5% | 0.0% | -1.5% | -1.4% |
| 30D | +5.7% | +3.5% | +2.2% | +4.3% |
| 3M | -17.9% | -10.4% | -7.4% | -14.5% |
| 6M | -20.2% | +37.6% | -57.8% | -31.2% |
| YTD | -32.0% | +36.1% | -68.1% | -42.7% |
| 1Y | -27.0% | +52.8% | -79.8% | -41.8% |
| 3Y | +42.8% | -17.0% | +59.8% | +45.0% |
| 5Y | -23.4% | -64.7% | +41.2% | +9.8% |
| All | -23.4% | -65.0% | +41.5% | +9.8% |
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