+149.1%
COPX vs KMX
-25.1%
+174.2%
-39.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.3% | -1.4% | -0.3% |
| 7D | -2.3% | -3.1% | +0.8% | -1.8% |
| 30D | +0.3% | +4.4% | -4.2% | -0.7% |
| 3M | +6.8% | +18.9% | -12.1% | +2.9% |
| 6M | +7.9% | +44.3% | -36.3% | -0.8% |
| YTD | +23.7% | +58.7% | -35.0% | +11.1% |
| 1Y | +71.5% | +0.1% | +71.4% | +68.8% |
| 3Y | +149.1% | -24.4% | +173.5% | +144.8% |
| All | +149.1% | -25.1% | +174.2% | +144.8% |
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