+747.0%
CLX vs KMX
+383.8%
+363.1%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +1.2% | -0.1% | +1.1% |
| 7D | +9.5% | +3.4% | +6.1% | +9.3% |
| 30D | +30.7% | +6.8% | +23.9% | +30.1% |
| 3M | +4.2% | -11.4% | +15.6% | +4.9% |
| 6M | +22.1% | +43.6% | -21.5% | +19.3% |
| YTD | +14.1% | +37.7% | -23.7% | +11.4% |
| 1Y | +10.3% | +53.0% | -42.7% | +7.1% |
| 3Y | -7.8% | -16.3% | +8.5% | -8.2% |
| 5Y | -20.8% | -64.2% | +43.4% | -18.4% |
| 10Y | +31.9% | -2.8% | +34.7% | +26.7% |
| All | +747.0% | +383.8% | +363.1% | +771.0% |
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 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