+20.8%
COP vs KMX
-25.6%
+46.4%
-36.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -4.3% | +4.9% | +1.1% |
| 7D | -0.8% | -0.7% | -0.1% | -0.8% |
| 30D | +15.6% | +4.1% | +11.5% | +14.9% |
| 3M | +14.3% | +27.5% | -13.2% | +10.2% |
| 6M | +17.0% | +43.6% | -26.6% | +10.3% |
| YTD | +47.4% | +56.8% | -9.3% | +36.3% |
| 1Y | +52.4% | -1.3% | +53.7% | +52.0% |
| 3Y | +20.8% | -25.4% | +46.2% | +25.4% |
| All | +20.8% | -25.6% | +46.4% | +25.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling