+202.4%
COPX vs KMX
+141.7%
+60.7%
-83.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | -4.3% | +8.4% | +5.6% |
| 7D | +5.8% | -0.7% | +6.5% | +5.9% |
| 30D | +7.2% | +4.1% | +3.1% | +5.6% |
| 3M | +16.5% | +27.5% | -11.0% | +6.0% |
| 6M | +18.4% | +43.6% | -25.1% | +2.1% |
| YTD | +31.9% | +56.8% | -24.8% | +9.3% |
| 1Y | +88.5% | -1.3% | +89.8% | +79.0% |
| 3Y | +173.1% | -25.4% | +198.5% | +176.0% |
| 5Y | +193.1% | -53.9% | +247.0% | +233.4% |
| 10Y | +591.7% | +0.7% | +591.0% | +392.9% |
| All | +202.4% | +141.7% | +60.7% | +20.4% |
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 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