+49.9%
COP vs KMX
-0.2%
+50.1%
-22.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.4% | 0.0% | +0.4% |
| 7D | +1.0% | -3.4% | +4.4% | +1.1% |
| 30D | +9.6% | +4.0% | +5.5% | +9.4% |
| 3M | +15.0% | +24.8% | -9.7% | +14.2% |
| 6M | +21.8% | +43.6% | -21.9% | +20.2% |
| YTD | +49.6% | +56.6% | -7.0% | +46.8% |
| 1Y | +49.9% | +2.2% | +47.6% | +44.2% |
| All | +49.9% | -0.2% | +50.1% | +44.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling