+1,604.6%
CGNX vs KMX
+457.5%
+1,147.2%
-83.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | +1.3% | +2.8% | +3.8% |
| 7D | +3.2% | -3.1% | +6.3% | +4.0% |
| 30D | +6.0% | +4.4% | +1.6% | +4.8% |
| 3M | +3.5% | +18.9% | -15.4% | -1.5% |
| 6M | +26.3% | +44.3% | -18.0% | +13.7% |
| YTD | +79.2% | +58.7% | +20.5% | +55.6% |
| 1Y | +43.8% | +0.1% | +43.7% | +37.9% |
| 3Y | +52.0% | -24.4% | +76.4% | +54.4% |
| 5Y | -24.0% | -54.4% | +30.4% | -15.4% |
| 10Y | +189.1% | +11.0% | +178.1% | +150.0% |
| All | +1,604.6% | +457.5% | +1,147.2% | +642.5% |
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