+3,994.3%
CMG vs KMX
+311.4%
+3,682.9%
-74.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.5% | -2.1% | -2.4% |
| 7D | -6.5% | -1.9% | -4.6% | -6.0% |
| 30D | +12.1% | +2.6% | +9.5% | +11.1% |
| 3M | +20.6% | +25.6% | -5.0% | +11.1% |
| 6M | +2.1% | +41.9% | -39.8% | -10.7% |
| YTD | -2.6% | +56.0% | -58.7% | -17.9% |
| 1Y | -8.7% | -1.8% | -6.9% | -12.3% |
| 3Y | -7.4% | -25.7% | +18.4% | -6.6% |
| 5Y | -5.7% | -54.7% | +49.1% | +7.4% |
| 10Y | +322.3% | +9.2% | +313.2% | +221.9% |
| All | +3,994.3% | +311.4% | +3,682.9% | +1,356.5% |
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