-36.8%
CLX vs KMX
-54.2%
+17.4%
-46.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.5% | -1.7% | -2.1% |
| 7D | -4.9% | -1.9% | -3.1% | -4.7% |
| 30D | -15.8% | +2.6% | -18.4% | -16.1% |
| 3M | -7.9% | +25.6% | -33.5% | -10.5% |
| 6M | -19.0% | +41.9% | -60.9% | -22.7% |
| YTD | -7.9% | +56.0% | -64.0% | -13.3% |
| 1Y | -25.4% | -1.8% | -23.6% | -26.5% |
| 3Y | -35.0% | -25.7% | -9.3% | -35.1% |
| 5Y | -36.8% | -54.7% | +18.0% | -37.0% |
| All | -36.8% | -54.2% | +17.4% | -37.0% |
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 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