+68.0%
CNH vs KMX
+29.7%
+38.2%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +1.0% | +3.0% | +3.7% |
| 7D | +23.3% | +1.9% | +21.4% | +22.5% |
| 30D | +33.5% | +11.7% | +21.8% | +28.5% |
| 3M | +32.7% | +34.9% | -2.2% | +18.9% |
| 6M | +22.2% | +50.3% | -28.1% | +4.3% |
| YTD | +57.7% | +63.8% | -6.1% | +29.6% |
| 1Y | +28.0% | +3.8% | +24.1% | +20.4% |
| 3Y | +11.5% | -24.3% | +35.8% | +14.7% |
| 5Y | +11.9% | -50.2% | +62.1% | +26.4% |
| 10Y | +162.8% | +5.4% | +157.4% | +113.4% |
| All | +68.0% | +29.7% | +38.2% | +26.6% |
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