+8,694.1%
COR vs KMX
+383.8%
+8,310.3%
-71.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +1.2% | +1.7% | +2.8% |
| 7D | +7.8% | +3.4% | +4.5% | +7.5% |
| 30D | +7.0% | +6.8% | +0.2% | +6.3% |
| 3M | +16.3% | -11.4% | +27.6% | +17.5% |
| 6M | +41.3% | +43.6% | -2.3% | +35.9% |
| YTD | +7.1% | +37.7% | -30.6% | +2.8% |
| 1Y | -0.8% | +53.0% | -53.8% | -5.9% |
| 3Y | +85.0% | -16.3% | +101.3% | +82.2% |
| 5Y | +203.9% | -64.2% | +268.1% | +220.5% |
| 10Y | +510.3% | -2.8% | +513.1% | +470.1% |
| All | +8,694.1% | +383.8% | +8,310.3% | +7,262.8% |
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 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