+8,210.0%
CMI vs KMX
+448.1%
+7,761.9%
-75.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.5% | -0.7% | -1.1% |
| 7D | +0.7% | -1.9% | +2.6% | +1.1% |
| 30D | -12.3% | +2.6% | -14.9% | -13.0% |
| 3M | -16.8% | +25.6% | -42.4% | -22.0% |
| 6M | +1.5% | +41.9% | -40.3% | -8.5% |
| YTD | +9.8% | +56.0% | -46.2% | -3.7% |
| 1Y | +42.6% | -1.8% | +44.4% | +37.3% |
| 3Y | +151.0% | -25.7% | +176.7% | +154.3% |
| 5Y | +167.0% | -54.7% | +221.8% | +193.9% |
| 10Y | +512.2% | +9.2% | +503.0% | +414.2% |
| All | +8,210.0% | +448.1% | +7,761.9% | +4,491.9% |
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