+41.9%
CI vs KMX
-52.4%
+94.3%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -4.3% | +2.5% | -1.4% |
| 7D | -2.0% | -0.7% | -1.3% | -1.9% |
| 30D | -1.8% | +4.1% | -5.9% | -2.2% |
| 3M | -4.2% | +27.5% | -31.7% | -6.8% |
| 6M | +2.7% | +43.6% | -40.9% | -1.5% |
| YTD | +1.9% | +56.8% | -54.8% | -3.5% |
| 1Y | -6.3% | -1.3% | -4.9% | -7.4% |
| 3Y | +3.9% | -25.4% | +29.2% | +3.9% |
| 5Y | +41.9% | -53.9% | +95.8% | +48.8% |
| All | +41.9% | -52.4% | +94.3% | +48.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling