+6,254.9%
CHD vs KMX
+450.6%
+5,804.3%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -4.3% | +2.3% | -1.7% |
| 7D | -2.9% | -0.7% | -2.2% | -2.9% |
| 30D | -6.2% | +4.1% | -10.3% | -6.5% |
| 3M | +1.6% | +27.5% | -26.0% | -0.5% |
| 6M | -3.5% | +43.6% | -47.1% | -6.6% |
| YTD | +16.2% | +56.8% | -40.5% | +11.6% |
| 1Y | +3.4% | -1.3% | +4.7% | +2.3% |
| 3Y | +4.6% | -25.4% | +30.0% | +4.5% |
| 5Y | +21.1% | -53.9% | +75.0% | +23.8% |
| 10Y | +126.5% | +0.7% | +125.9% | +113.0% |
| All | +6,254.9% | +450.6% | +5,804.3% | +4,811.1% |
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