+174.5%
CIEN vs KMX
+5.0%
+169.6%
-49.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.0% | +0.1% | +1.1% |
| 7D | -15.2% | +1.9% | -17.1% | -15.2% |
| 30D | -21.5% | +11.7% | -33.2% | -21.5% |
| 3M | -40.1% | +34.9% | -75.0% | -40.2% |
| 6M | -6.6% | +50.3% | -56.8% | -7.6% |
| YTD | +37.3% | +63.8% | -26.5% | +35.6% |
| 1Y | +174.5% | +3.8% | +170.7% | +185.7% |
| All | +174.5% | +5.0% | +169.6% | +185.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling