-12.0%
CHYM vs KMX
-9.6%
-2.4%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | +0.4% | -5.8% | -5.6% |
| 7D | -2.9% | -3.4% | +0.5% | -1.8% |
| 30D | +3.0% | +4.0% | -1.1% | +1.6% |
| 3M | +98.7% | +24.8% | +73.9% | +84.8% |
| 6M | +46.4% | +43.6% | +2.8% | +28.3% |
| YTD | +29.8% | +56.6% | -26.8% | +10.9% |
| 1Y | +40.5% | +2.2% | +38.2% | +22.3% |
| All | -12.0% | -9.6% | -2.4% | -28.6% |
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