+281.1%
CG vs KMX
+72.1%
+209.1%
-62.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.2% | -0.2% | +0.6% |
| 7D | +0.2% | +3.4% | -3.2% | -1.1% |
| 30D | +11.2% | +6.8% | +4.4% | +8.3% |
| 3M | -22.1% | -11.4% | -10.7% | -18.5% |
| 6M | -17.9% | +43.6% | -61.5% | -30.4% |
| YTD | -31.3% | +37.7% | -69.0% | -42.1% |
| 1Y | -24.0% | +53.0% | -76.9% | -38.9% |
| 3Y | +45.0% | -16.3% | +61.3% | +44.5% |
| 5Y | -22.6% | -64.2% | +41.6% | +4.6% |
| 10Y | +282.1% | -2.8% | +285.0% | +233.2% |
| All | +281.1% | +72.1% | +209.1% | +197.5% |
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