-3.1%
CMG vs KMX
-54.8%
+51.7%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.3% | -1.1% | -0.1% |
| 7D | -2.1% | -3.1% | +1.1% | -1.3% |
| 30D | +10.9% | +4.4% | +6.5% | +9.6% |
| 3M | +15.8% | +18.9% | -3.1% | +10.3% |
| 6M | +6.9% | +44.3% | -37.3% | -3.9% |
| YTD | -2.2% | +58.7% | -60.9% | -14.5% |
| 1Y | -7.1% | +0.1% | -7.2% | -10.1% |
| 3Y | -7.1% | -24.4% | +17.3% | -6.1% |
| All | -3.1% | -54.8% | +51.7% | +11.7% |
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