+6,225.1%
CNI vs KMX
+448.1%
+5,777.0%
-46.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.5% | -0.3% | -0.7% |
| 7D | +0.9% | -1.9% | +2.7% | +1.1% |
| 30D | -2.1% | +2.6% | -4.7% | -2.6% |
| 3M | +1.8% | +25.6% | -23.8% | -2.3% |
| 6M | +14.8% | +41.9% | -27.1% | +7.5% |
| YTD | +25.4% | +56.0% | -30.6% | +15.1% |
| 1Y | +32.9% | -1.8% | +34.7% | +29.9% |
| 3Y | +20.2% | -25.7% | +45.9% | +20.9% |
| 5Y | +12.2% | -54.7% | +66.9% | +18.8% |
| 10Y | +136.0% | +9.2% | +126.8% | +111.6% |
| All | +6,225.1% | +448.1% | +5,777.0% | +4,220.3% |
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