+3,231.7%
CLS vs KMX
+1,287.2%
+1,944.6%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.0% | -0.2% | +0.5% |
| 7D | +4.6% | +1.9% | +2.7% | +4.1% |
| 30D | -13.9% | +11.7% | -25.6% | -16.4% |
| 3M | -26.6% | +34.9% | -61.5% | -32.6% |
| 6M | +15.4% | +50.3% | -34.8% | +1.8% |
| YTD | +5.7% | +63.8% | -58.1% | -9.2% |
| 1Y | +41.1% | +3.8% | +37.3% | +33.7% |
| 3Y | +1,228.6% | -24.3% | +1,252.9% | +1,241.8% |
| 5Y | +3,240.6% | -50.2% | +3,290.9% | +3,525.2% |
| 10Y | +2,760.3% | +5.4% | +2,755.0% | +2,380.2% |
| All | +3,231.7% | +1,287.2% | +1,944.6% | +1,435.3% |
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