+2,953.7%
CLS vs KMX
+10.2%
+2,943.6%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +0.4% | -2.9% | -2.6% |
| 7D | +5.0% | -3.4% | +8.3% | +6.0% |
| 30D | +4.8% | +4.0% | +0.8% | +3.4% |
| 3M | -10.4% | +24.8% | -35.2% | -17.4% |
| 6M | +20.8% | +43.6% | -22.8% | +4.7% |
| YTD | +10.0% | +56.6% | -46.6% | -7.9% |
| 1Y | +28.5% | +2.2% | +26.3% | +21.3% |
| 3Y | +1,292.2% | -25.4% | +1,317.7% | +1,327.5% |
| 5Y | +3,616.8% | -55.0% | +3,671.8% | +4,267.7% |
| All | +2,953.7% | +10.2% | +2,943.6% | +2,764.5% |
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