+95.2%
CNC vs KMX
+11.6%
+83.6%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.3% | +0.2% | +1.3% |
| 7D | -0.9% | -3.1% | +2.2% | -0.4% |
| 30D | -1.0% | +4.4% | -5.4% | -1.7% |
| 3M | +4.5% | +18.9% | -14.4% | +0.9% |
| 6M | +85.2% | +44.3% | +40.9% | +71.6% |
| YTD | +61.4% | +58.7% | +2.7% | +46.2% |
| 1Y | +94.9% | +0.1% | +94.8% | +90.1% |
| 3Y | 0.0% | -24.4% | +24.4% | +0.1% |
| 5Y | +11.2% | -54.4% | +65.6% | +21.1% |
| All | +95.2% | +11.6% | +83.6% | +90.8% |
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