+21.3%
CNH vs KMX
-0.2%
+21.5%
-24.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +0.4% | -3.3% | -2.9% |
| 7D | -2.5% | -3.4% | +0.9% | -1.8% |
| 30D | +27.0% | +4.0% | +23.0% | +26.3% |
| 3M | +32.6% | +24.8% | +7.8% | +27.8% |
| 6M | +23.6% | +43.6% | -20.0% | +15.6% |
| YTD | +47.8% | +56.6% | -8.8% | +37.3% |
| 1Y | +21.3% | +2.2% | +19.0% | +14.7% |
| All | +21.3% | -0.2% | +21.5% | +14.7% |
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