+53.1%
CNP vs KMX
-25.6%
+78.7%
-18.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -4.3% | +5.4% | +1.3% |
| 7D | +1.6% | -0.7% | +2.4% | +1.7% |
| 30D | -0.8% | +4.1% | -4.9% | -1.0% |
| 3M | -3.6% | +27.5% | -31.1% | -4.7% |
| 6M | -6.9% | +43.6% | -50.5% | -8.8% |
| YTD | +6.4% | +56.8% | -50.3% | +3.5% |
| 1Y | +9.9% | -1.3% | +11.3% | +10.8% |
| 3Y | +53.1% | -25.4% | +78.5% | +54.0% |
| All | +53.1% | -25.6% | +78.7% | +54.0% |
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