+350.2%
CG vs KMX
+104.6%
+245.5%
-62.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +1.0% | -2.7% | -2.0% |
| 7D | -4.3% | +1.9% | -6.2% | -5.0% |
| 30D | -5.1% | +11.7% | -16.8% | -9.3% |
| 3M | +8.7% | +34.9% | -26.2% | -4.8% |
| 6M | -9.2% | +50.3% | -59.5% | -25.2% |
| YTD | -18.9% | +63.8% | -82.7% | -36.0% |
| 1Y | -25.6% | +3.8% | -29.5% | -31.3% |
| 3Y | +57.3% | -24.3% | +81.5% | +63.4% |
| 5Y | +10.2% | -50.2% | +60.4% | +29.9% |
| 10Y | +364.2% | +5.4% | +358.8% | +288.7% |
| All | +350.2% | +104.6% | +245.5% | +228.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling