+30.0%
CL vs KMX
-50.1%
+80.1%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +1.0% | -2.5% | -1.5% |
| 7D | -2.2% | +1.9% | -4.1% | -2.3% |
| 30D | -4.8% | +11.7% | -16.5% | -5.4% |
| 3M | +4.9% | +34.9% | -30.0% | +3.2% |
| 6M | -5.7% | +50.3% | -56.0% | -8.0% |
| YTD | +14.4% | +63.8% | -49.4% | +10.9% |
| 1Y | +8.7% | +3.8% | +4.9% | +7.9% |
| 3Y | +30.0% | -24.3% | +54.3% | +30.3% |
| All | +30.0% | -50.1% | +80.1% | +31.4% |
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