+3,542.1%
CLS vs KMX
-52.4%
+3,594.5%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | -4.3% | +9.9% | +6.8% |
| 7D | +12.8% | -0.7% | +13.5% | +12.9% |
| 30D | +3.8% | +4.1% | -0.3% | +2.7% |
| 3M | -14.6% | +27.5% | -42.1% | -20.6% |
| 6M | +32.2% | +43.6% | -11.3% | +17.5% |
| YTD | +11.6% | +56.8% | -45.1% | -3.6% |
| 1Y | +35.1% | -1.3% | +36.4% | +31.2% |
| 3Y | +1,312.5% | -25.4% | +1,337.9% | +1,366.5% |
| 5Y | +3,542.1% | -53.9% | +3,596.0% | +4,156.5% |
| All | +3,542.1% | -52.4% | +3,594.5% | +4,156.5% |
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 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