+52.8%
CME vs KMX
-26.0%
+78.8%
-31.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -4.3% | +3.2% | -1.2% |
| 7D | -2.9% | -0.7% | -2.2% | -2.9% |
| 30D | +5.5% | +4.1% | +1.4% | +5.7% |
| 3M | +11.0% | +27.5% | -16.5% | +12.1% |
| 6M | -9.7% | +43.6% | -53.3% | -8.2% |
| YTD | +4.9% | +56.8% | -51.9% | +7.1% |
| 1Y | +10.1% | -1.3% | +11.4% | +10.2% |
| All | +52.8% | -26.0% | +78.8% | +53.6% |
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