+2,013.7%
CI vs KMX
+475.4%
+1,538.3%
-84.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +1.0% | -2.3% | -1.5% |
| 7D | +1.3% | +1.9% | -0.6% | +1.0% |
| 30D | +4.4% | +11.7% | -7.2% | +2.6% |
| 3M | +0.7% | +34.9% | -34.2% | -4.3% |
| 6M | +0.3% | +50.3% | -49.9% | -6.7% |
| YTD | +3.8% | +63.8% | -60.0% | -5.2% |
| 1Y | -5.5% | +3.8% | -9.3% | -8.2% |
| 3Y | +8.1% | -24.3% | +32.4% | +7.8% |
| 5Y | +42.8% | -50.2% | +93.0% | +47.8% |
| 10Y | +143.9% | +5.4% | +138.5% | +118.5% |
| All | +2,013.7% | +475.4% | +1,538.3% | +1,291.5% |
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