+5,556.5%
CNQ vs KMX
+3,673.5%
+1,883.0%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.3% | -1.9% | -0.9% |
| 7D | +0.1% | -3.1% | +3.2% | +0.9% |
| 30D | +6.2% | +4.4% | +1.8% | +4.9% |
| 3M | +12.4% | +18.9% | -6.5% | +6.8% |
| 6M | +9.0% | +44.3% | -35.3% | -2.4% |
| YTD | +52.2% | +58.7% | -6.5% | +32.3% |
| 1Y | +65.0% | +0.1% | +64.9% | +58.0% |
| 3Y | +78.8% | -24.4% | +103.3% | +78.7% |
| 5Y | +286.0% | -54.4% | +340.4% | +317.6% |
| 10Y | +420.7% | +11.0% | +409.7% | +341.1% |
| All | +5,556.5% | +3,673.5% | +1,883.0% | +2,939.3% |
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