+37.4%
CMI vs KMX
+3.5%
+33.9%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +1.3% | -0.1% | +1.1% |
| 7D | -0.7% | -3.1% | +2.4% | -0.5% |
| 30D | -12.4% | +4.4% | -16.8% | -12.7% |
| 3M | -14.8% | +18.9% | -33.7% | -16.1% |
| 6M | +0.8% | +44.3% | -43.5% | -3.0% |
| YTD | +10.2% | +58.7% | -48.5% | +6.7% |
| 1Y | +37.4% | +0.1% | +37.3% | +36.7% |
| All | +37.4% | +3.5% | +33.9% | +36.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling