+76.0%
CNP vs KMX
-64.7%
+140.7%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.1% | +0.9% | +1.0% |
| 7D | -3.0% | +1.5% | -4.6% | -3.2% |
| 30D | +6.8% | +3.0% | +3.8% | +6.5% |
| 3M | +3.6% | -7.8% | +11.4% | +4.1% |
| 6M | 0.0% | +34.3% | -34.3% | -2.7% |
| YTD | +9.4% | +40.2% | -30.8% | +5.4% |
| 1Y | +6.8% | +63.0% | -56.1% | +1.4% |
| 3Y | +64.2% | -14.5% | +78.6% | +62.6% |
| 5Y | +76.0% | -64.3% | +140.4% | +98.5% |
| All | +76.0% | -64.7% | +140.7% | +98.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling