+193.3%
COP vs KMX
-54.2%
+247.5%
-36.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.5% | +1.6% | +1.2% |
| 7D | -0.5% | -1.9% | +1.4% | -0.3% |
| 30D | +11.7% | +2.6% | +9.1% | +11.3% |
| 3M | +17.7% | +25.6% | -7.9% | +13.8% |
| 6M | +18.3% | +41.9% | -23.5% | +12.1% |
| YTD | +49.1% | +56.0% | -7.0% | +38.8% |
| 1Y | +53.3% | -1.8% | +55.1% | +51.4% |
| 3Y | +22.2% | -25.7% | +47.9% | +24.6% |
| 5Y | +193.3% | -54.7% | +248.1% | +213.5% |
| All | +193.3% | -54.2% | +247.5% | +213.5% |
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