+33.5%
CGNX vs KMX
+35.0%
-1.5%
-26.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.7% | +3.3% | -12.0% | -8.6% |
| 7D | -9.2% | +2.1% | -11.3% | -9.1% |
| 30D | -17.6% | +0.5% | -18.1% | -17.5% |
| 3M | -25.7% | -4.1% | -21.6% | -25.6% |
| 6M | -5.5% | +49.5% | -55.0% | -4.7% |
| YTD | +48.1% | +42.7% | +5.4% | +44.1% |
| 1Y | +33.5% | +35.3% | -1.8% | +29.9% |
| All | +33.5% | +35.0% | -1.5% | +29.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling