+180.9%
COR vs KMX
-54.2%
+235.1%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.5% | 0.0% | -0.4% |
| 7D | -3.9% | -1.9% | -2.0% | -3.8% |
| 30D | -0.3% | +2.6% | -2.9% | -0.4% |
| 3M | +15.9% | +25.6% | -9.7% | +15.0% |
| 6M | -10.3% | +41.9% | -52.1% | -11.4% |
| YTD | -3.7% | +56.0% | -59.7% | -5.5% |
| 1Y | +9.1% | -1.8% | +10.9% | +9.6% |
| 3Y | +86.6% | -25.7% | +112.3% | +89.0% |
| 5Y | +180.9% | -54.7% | +235.7% | +201.8% |
| All | +180.9% | -54.2% | +235.1% | +201.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling