-4.4%
CLX vs KMX
+11.6%
-16.0%
-56.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.3% | -2.5% | -1.2% |
| 7D | -5.7% | -3.1% | -2.6% | -5.5% |
| 30D | -17.0% | +4.4% | -21.5% | -17.3% |
| 3M | -9.7% | +18.9% | -28.6% | -11.0% |
| 6M | -19.8% | +44.3% | -64.1% | -22.4% |
| YTD | -9.8% | +58.7% | -68.5% | -13.5% |
| 1Y | -26.2% | +0.1% | -26.3% | -27.1% |
| 3Y | -36.2% | -24.4% | -11.8% | -36.4% |
| 5Y | -38.3% | -54.4% | +16.1% | -38.3% |
| All | -4.4% | +11.6% | -16.0% | -7.0% |
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 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