+355.8%
CIEN vs KMX
-64.6%
+420.4%
-63.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | +1.2% | -5.8% | -4.8% |
| 7D | +15.3% | +3.4% | +11.9% | +14.5% |
| 30D | -22.0% | +6.8% | -28.8% | -23.5% |
| 3M | -36.6% | -11.4% | -25.3% | -35.3% |
| 6M | -51.5% | +43.6% | -95.0% | -56.5% |
| YTD | +20.0% | +37.7% | -17.8% | +6.7% |
| 1Y | +44.5% | +53.0% | -8.5% | +24.6% |
| 3Y | +539.0% | -16.3% | +555.4% | +543.5% |
| All | +355.8% | -64.6% | +420.4% | +450.2% |
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