+509.1%
CIEN vs KMX
-54.2%
+563.3%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -13.5% |
| 3M | -23.1% | +25.6% | -48.6% | -27.8% |
| 6M | +6.1% | +41.9% | -35.7% | -4.5% |
| YTD | +44.5% | +56.0% | -11.5% | +25.7% |
| 1Y | +176.6% | -1.8% | +178.4% | +169.9% |
| 3Y | +601.0% | -25.7% | +626.7% | +630.5% |
| 5Y | +509.1% | -54.7% | +563.9% | +590.3% |
| All | +509.1% | -54.2% | +563.3% | +590.3% |
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