+141.0%
CI vs KMX
+3.6%
+137.3%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.5% | +1.3% | +0.9% |
| 7D | -1.1% | -1.9% | +0.8% | -0.8% |
| 30D | +0.5% | +2.6% | -2.1% | -0.1% |
| 3M | -5.2% | +25.6% | -30.8% | -9.8% |
| 6M | +4.3% | +41.9% | -37.5% | -3.8% |
| YTD | +2.8% | +56.0% | -53.2% | -7.6% |
| 1Y | -5.8% | -1.8% | -4.0% | -8.0% |
| 3Y | +4.7% | -25.7% | +30.5% | +5.1% |
| 5Y | +42.7% | -54.7% | +97.4% | +57.6% |
| 10Y | +141.0% | +9.2% | +131.8% | +91.7% |
| All | +141.0% | +3.6% | +137.3% | +91.7% |
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