-33.6%
CLX vs KMX
-25.6%
-8.0%
-46.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -4.3% | +2.7% | -1.1% |
| 7D | -3.5% | -0.7% | -2.8% | -3.5% |
| 30D | -11.9% | +4.1% | -16.0% | -12.3% |
| 3M | -2.6% | +27.5% | -30.1% | -5.3% |
| 6M | -18.2% | +43.6% | -61.7% | -21.9% |
| YTD | -5.9% | +56.8% | -62.7% | -11.3% |
| 1Y | -23.8% | -1.3% | -22.5% | -25.0% |
| 3Y | -33.6% | -25.4% | -8.2% | -35.3% |
| All | -33.6% | -25.6% | -8.0% | -35.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling