+39.6%
CNH vs KMX
+7.8%
+31.8%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -2.4% | -1.7% | -3.3% |
| 7D | +6.4% | 0.0% | +6.4% | +6.5% |
| 30D | -1.6% | +3.5% | -5.1% | -3.0% |
| 3M | +11.6% | -10.4% | +22.0% | +15.5% |
| 6M | +12.5% | +37.6% | -25.1% | -0.7% |
| YTD | +31.1% | +36.1% | -5.0% | +14.4% |
| 1Y | +17.0% | +52.8% | -35.8% | -2.2% |
| 3Y | +28.7% | -17.0% | +45.8% | +27.9% |
| 5Y | -17.4% | -64.7% | +47.3% | +6.5% |
| 10Y | +105.0% | -4.0% | +109.0% | +72.3% |
| All | +39.6% | +7.8% | +31.8% | +11.8% |
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 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