+6,781.2%
CME vs KMX
+522.0%
+6,259.2%
-77.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.0% | -1.3% | -0.5% |
| 7D | -1.6% | +1.9% | -3.5% | -2.0% |
| 30D | +6.2% | +11.7% | -5.4% | +3.6% |
| 3M | +10.4% | +34.9% | -24.5% | +2.5% |
| 6M | -9.5% | +50.3% | -59.8% | -18.8% |
| YTD | +6.0% | +63.8% | -57.8% | -7.3% |
| 1Y | +9.3% | +3.8% | +5.4% | +4.1% |
| 3Y | +57.7% | -24.3% | +81.9% | +54.8% |
| 5Y | +77.7% | -50.2% | +127.9% | +84.6% |
| 10Y | +281.2% | +5.4% | +275.9% | +194.2% |
| All | +6,781.2% | +522.0% | +6,259.2% | +2,574.5% |
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