+38.9%
CNH vs KMX
+9.1%
+29.8%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.2% | -1.7% | -0.9% |
| 7D | +3.0% | +3.4% | -0.4% | +2.0% |
| 30D | -0.6% | +6.8% | -7.4% | -3.0% |
| 3M | +14.6% | -11.4% | +26.0% | +19.1% |
| 6M | +11.8% | +43.6% | -31.8% | -2.8% |
| YTD | +30.4% | +37.7% | -7.3% | +13.4% |
| 1Y | +19.1% | +53.0% | -33.9% | -0.5% |
| 3Y | +30.2% | -16.3% | +46.5% | +28.9% |
| 5Y | -17.8% | -64.2% | +46.4% | +5.6% |
| 10Y | +103.9% | -2.8% | +106.8% | +70.7% |
| All | +38.9% | +9.1% | +29.8% | +10.8% |
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