+609.8%
CLX vs KMX
+475.4%
+134.4%
-56.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +1.0% | -2.3% | -1.4% |
| 7D | -9.2% | +1.9% | -11.1% | -9.3% |
| 30D | -11.0% | +11.7% | -22.7% | -11.6% |
| 3M | +5.0% | +34.9% | -29.8% | +3.1% |
| 6M | -18.8% | +50.3% | -69.1% | -21.0% |
| YTD | -4.4% | +63.8% | -68.2% | -7.5% |
| 1Y | -21.9% | +3.8% | -25.7% | -22.7% |
| 3Y | -32.8% | -24.3% | -8.5% | -32.8% |
| 5Y | -34.6% | -50.2% | +15.7% | -33.8% |
| 10Y | -4.7% | +5.4% | -10.1% | -9.0% |
| All | +609.8% | +475.4% | +134.4% | +622.8% |
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