+592.2%
CIEN vs KMX
-26.3%
+618.5%
-49.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.5% | -0.5% | -0.9% |
| 7D | -4.6% | -1.9% | -2.7% | -4.3% |
| 30D | -12.8% | +2.6% | -15.4% | -13.4% |
| 3M | -23.1% | +25.6% | -48.6% | -27.2% |
| 6M | +6.1% | +41.9% | -35.7% | -3.4% |
| YTD | +44.5% | +56.0% | -11.5% | +27.1% |
| 1Y | +176.6% | -1.8% | +178.4% | +177.7% |
| All | +592.2% | -26.3% | +618.5% | +610.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling