+153.3%
CMI vs KMX
-25.1%
+178.4%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +1.3% | -0.1% | +1.0% |
| 7D | -0.7% | -3.1% | +2.4% | -0.1% |
| 30D | -12.4% | +4.4% | -16.8% | -13.3% |
| 3M | -14.8% | +18.9% | -33.7% | -18.3% |
| 6M | +0.8% | +44.3% | -43.5% | -8.3% |
| YTD | +10.2% | +58.7% | -48.5% | -2.1% |
| 1Y | +37.4% | +0.1% | +37.3% | +36.8% |
| 3Y | +153.3% | -24.4% | +177.7% | +158.6% |
| All | +153.3% | -25.1% | +178.4% | +158.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling