+1,932.6%
COP vs KMX
+392.6%
+1,539.9%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.1% | +0.7% | +0.8% |
| 7D | -6.1% | +1.5% | -7.6% | -6.4% |
| 30D | +1.1% | +3.0% | -1.9% | +0.4% |
| 3M | +10.9% | -7.8% | +18.8% | +11.9% |
| 6M | +20.8% | +34.3% | -13.6% | +13.9% |
| YTD | +48.0% | +40.2% | +7.8% | +37.6% |
| 1Y | +58.5% | +63.0% | -4.5% | +43.6% |
| 3Y | +28.1% | -14.5% | +42.6% | +25.8% |
| 5Y | +120.5% | -64.3% | +184.8% | +141.3% |
| 10Y | +310.1% | +2.8% | +307.4% | +277.6% |
| All | +1,932.6% | +392.6% | +1,539.9% | +1,300.9% |
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