-45.9%
CHTR vs KMX
+11.6%
-57.5%
-85.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +1.3% | +2.4% | +3.4% |
| 7D | -4.1% | -3.1% | -1.0% | -3.3% |
| 30D | -3.0% | +4.4% | -7.4% | -4.0% |
| 3M | +4.8% | +18.9% | -14.1% | -0.1% |
| 6M | -35.0% | +44.3% | -79.3% | -41.4% |
| YTD | -30.2% | +58.7% | -88.9% | -38.9% |
| 1Y | -44.8% | +0.1% | -44.9% | -46.6% |
| 3Y | -66.6% | -24.4% | -42.1% | -66.1% |
| 5Y | -81.5% | -54.4% | -27.1% | -79.7% |
| All | -45.9% | +11.6% | -57.5% | -55.1% |
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 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