+69.9%
CNP vs KMX
-54.2%
+124.0%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.5% | -0.4% | -0.8% |
| 7D | +0.7% | -1.9% | +2.5% | +0.8% |
| 30D | -0.1% | +2.6% | -2.6% | -0.3% |
| 3M | -5.6% | +25.6% | -31.2% | -7.4% |
| 6M | -7.5% | +41.9% | -49.3% | -10.4% |
| YTD | +5.5% | +56.0% | -50.5% | +1.0% |
| 1Y | +8.3% | -1.8% | +10.1% | +8.0% |
| 3Y | +51.8% | -25.7% | +77.5% | +53.5% |
| 5Y | +69.9% | -54.7% | +124.6% | +78.1% |
| All | +69.9% | -54.2% | +124.0% | +78.1% |
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