+36.9%
CMS vs KMX
-22.6%
+59.5%
-20.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -2.1% | 0.0% | -2.0% |
| 7D | -1.3% | -7.4% | +6.1% | -0.9% |
| 30D | +6.3% | -3.4% | +9.7% | +6.5% |
| 3M | -2.1% | -11.3% | +9.3% | -1.5% |
| 6M | -5.1% | +30.6% | -35.7% | -6.7% |
| YTD | +1.3% | +33.2% | -32.0% | -1.1% |
| 1Y | -1.4% | +66.7% | -68.1% | -5.5% |
| 3Y | +36.9% | -22.1% | +59.0% | +32.1% |
| All | +36.9% | -22.6% | +59.5% | +32.1% |
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