+1,229.5%
CL vs KMX
+475.4%
+754.2%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -5.6% |
| 3M | +4.9% | +34.9% | -30.0% | +2.6% |
| 6M | -5.7% | +50.3% | -56.0% | -8.7% |
| YTD | +14.4% | +63.8% | -49.4% | +10.0% |
| 1Y | +8.7% | +3.8% | +4.9% | +7.3% |
| 3Y | +30.0% | -24.3% | +54.3% | +29.8% |
| 5Y | +28.4% | -50.2% | +78.6% | +30.2% |
| 10Y | +50.1% | +5.4% | +44.7% | +42.1% |
| All | +1,229.5% | +475.4% | +754.2% | +1,093.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling