+1,912.6%
COP vs KMX
+475.4%
+1,437.3%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.0% | -2.1% | -1.2% |
| 7D | +3.0% | +1.9% | +1.1% | +2.7% |
| 30D | +17.5% | +11.7% | +5.8% | +15.4% |
| 3M | +13.4% | +34.9% | -21.5% | +7.5% |
| 6M | +17.7% | +50.3% | -32.5% | +9.0% |
| YTD | +46.6% | +63.8% | -17.2% | +33.4% |
| 1Y | +44.6% | +3.8% | +40.8% | +39.9% |
| 3Y | +20.7% | -24.3% | +45.0% | +21.0% |
| 5Y | +185.0% | -50.2% | +235.3% | +196.0% |
| 10Y | +347.0% | +5.4% | +341.6% | +309.4% |
| All | +1,912.6% | +475.4% | +1,437.3% | +1,258.9% |
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