+125.4%
CHD vs KMX
+11.6%
+113.8%
-31.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.3% | -1.1% | +0.1% |
| 7D | -4.5% | -3.1% | -1.4% | -4.3% |
| 30D | -6.7% | +4.4% | -11.2% | -7.0% |
| 3M | -2.7% | +18.9% | -21.6% | -4.0% |
| 6M | -4.9% | +44.3% | -49.2% | -7.8% |
| YTD | +13.3% | +58.7% | -45.4% | +9.0% |
| 1Y | +1.0% | +0.1% | +0.9% | 0.0% |
| 3Y | +1.3% | -24.4% | +25.8% | +1.3% |
| 5Y | +20.8% | -54.4% | +75.3% | +23.3% |
| All | +125.4% | +11.6% | +113.8% | +135.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling