+53.4%
CL vs KMX
+0.4%
+52.9%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -4.3% | +3.9% | -0.1% |
| 7D | -1.4% | -0.7% | -0.7% | -1.3% |
| 30D | -5.2% | +4.1% | -9.3% | -5.5% |
| 3M | +3.3% | +27.5% | -24.2% | +1.1% |
| 6M | -4.4% | +43.6% | -47.9% | -7.7% |
| YTD | +13.9% | +56.8% | -42.8% | +8.9% |
| 1Y | +7.6% | -1.3% | +9.0% | +6.6% |
| 3Y | +29.6% | -25.4% | +55.0% | +29.9% |
| 5Y | +28.1% | -53.9% | +82.0% | +32.7% |
| 10Y | +53.4% | +0.7% | +52.7% | +52.0% |
| All | +53.4% | +0.4% | +52.9% | +52.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling