+132.3%
CMS vs KMX
+13.6%
+118.8%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +5.1% | -4.6% | 0.0% |
| 7D | -0.9% | -4.1% | +3.2% | -0.5% |
| 30D | +7.1% | +2.9% | +4.2% | +6.6% |
| 3M | -1.3% | -7.0% | +5.7% | -0.7% |
| 6M | -2.7% | +34.1% | -36.8% | -6.3% |
| YTD | +2.6% | +40.0% | -37.4% | -2.5% |
| 1Y | -2.0% | +67.2% | -69.2% | -9.0% |
| 3Y | +39.6% | -13.4% | +53.1% | +37.1% |
| 5Y | +35.3% | -65.1% | +100.4% | +47.0% |
| 10Y | +132.3% | +6.9% | +125.4% | +120.2% |
| All | +132.3% | +13.6% | +118.8% | +120.2% |
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