+7.6%
CNH vs KMX
-26.0%
+33.6%
-33.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | -4.3% | -1.3% | -4.3% |
| 7D | +8.8% | -0.7% | +9.5% | +9.1% |
| 30D | +24.7% | +4.1% | +20.5% | +23.3% |
| 3M | +27.3% | +27.5% | -0.2% | +18.0% |
| 6M | +23.2% | +43.6% | -20.4% | +8.8% |
| YTD | +48.9% | +56.8% | -7.8% | +27.2% |
| 1Y | +19.4% | -1.3% | +20.7% | +18.1% |
| All | +7.6% | -26.0% | +33.6% | +8.0% |
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