+421.7%
CMS vs KMX
+368.0%
+53.7%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -2.1% | 0.0% | -1.9% |
| 7D | -1.3% | -7.4% | +6.1% | -0.6% |
| 30D | +6.3% | -3.4% | +9.7% | +6.6% |
| 3M | -2.1% | -11.3% | +9.3% | -1.1% |
| 6M | -5.1% | +30.6% | -35.7% | -7.9% |
| YTD | +1.3% | +33.2% | -32.0% | -2.4% |
| 1Y | -1.4% | +66.7% | -68.1% | -7.1% |
| 3Y | +36.9% | -22.1% | +59.0% | +36.4% |
| 5Y | +32.5% | -66.7% | +99.3% | +40.5% |
| 10Y | +126.8% | +1.9% | +124.8% | +111.0% |
| All | +421.7% | +368.0% | +53.7% | +326.5% |
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