-0.8%
COR vs KMX
+55.6%
-56.4%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +1.2% | +1.7% | +3.0% |
| 7D | +7.8% | +3.4% | +4.5% | +7.8% |
| 30D | +7.0% | +6.8% | +0.2% | +7.2% |
| 3M | +16.3% | -11.4% | +27.6% | +15.8% |
| 6M | +41.3% | +43.6% | -2.3% | +45.5% |
| YTD | +7.1% | +37.7% | -30.6% | +9.5% |
| 1Y | -0.8% | +53.0% | -53.8% | +1.2% |
| All | -0.8% | +55.6% | -56.4% | +1.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling