+503.2%
CMI vs KMX
+11.6%
+491.6%
-44.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +1.3% | -0.1% | +0.9% |
| 7D | -0.7% | -3.1% | +2.4% | +0.1% |
| 30D | -12.4% | +4.4% | -16.8% | -13.6% |
| 3M | -14.8% | +18.9% | -33.7% | -19.3% |
| 6M | +0.8% | +44.3% | -43.5% | -10.5% |
| YTD | +10.2% | +58.7% | -48.5% | -5.1% |
| 1Y | +37.4% | +0.1% | +37.3% | +32.3% |
| 3Y | +153.3% | -24.4% | +177.7% | +158.4% |
| 5Y | +167.6% | -54.4% | +222.0% | +204.5% |
| All | +503.2% | +11.6% | +491.6% | +384.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling