+336.7%
COP vs KMX
-2.3%
+339.0%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.2% | +0.4% | +1.3% |
| 7D | +4.4% | +3.4% | +1.0% | +3.5% |
| 30D | 0.0% | +6.8% | -6.9% | -2.1% |
| 3M | +15.0% | -11.4% | +26.4% | +17.7% |
| 6M | +22.0% | +43.6% | -21.6% | +8.4% |
| YTD | +55.3% | +37.7% | +17.6% | +37.3% |
| 1Y | +64.1% | +53.0% | +11.2% | +40.5% |
| 3Y | +34.1% | -16.3% | +50.4% | +29.8% |
| 5Y | +133.4% | -64.2% | +197.6% | +190.0% |
| All | +336.7% | -2.3% | +339.0% | +261.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling