-1.8%
CMS vs KMX
+55.6%
-57.4%
-20.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.2% | +0.5% | +1.7% |
| 7D | +1.7% | +3.4% | -1.6% | +1.7% |
| 30D | +6.2% | +6.8% | -0.6% | +6.2% |
| 3M | +0.6% | -11.4% | +12.0% | +0.6% |
| 6M | -1.8% | +43.6% | -45.3% | -1.3% |
| YTD | +3.8% | +37.7% | -33.9% | +4.2% |
| 1Y | -1.8% | +53.0% | -54.7% | -1.4% |
| All | -1.8% | +55.6% | -57.4% | -1.4% |
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