+115.8%
CMS vs KMX
+0.4%
+115.4%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -4.3% | +4.8% | +0.9% |
| 7D | +1.2% | -0.7% | +1.9% | +1.3% |
| 30D | -3.2% | +4.1% | -7.3% | -3.6% |
| 3M | -2.2% | +27.5% | -29.7% | -5.1% |
| 6M | -9.4% | +43.6% | -53.0% | -13.7% |
| YTD | +0.7% | +56.8% | -56.1% | -5.4% |
| 1Y | +0.4% | -1.3% | +1.7% | -1.0% |
| 3Y | +35.2% | -25.4% | +60.6% | +35.8% |
| 5Y | +24.1% | -53.9% | +78.0% | +29.7% |
| 10Y | +115.8% | +0.7% | +115.1% | +101.9% |
| All | +115.8% | +0.4% | +115.4% | +101.9% |
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 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