+7,991.0%
COR vs KMX
+475.4%
+7,515.6%
-71.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +1.0% | -2.9% | -2.0% |
| 7D | +2.8% | +1.9% | +0.9% | +2.6% |
| 30D | +4.5% | +11.7% | -7.2% | +3.4% |
| 3M | +22.7% | +34.9% | -12.2% | +18.9% |
| 6M | -9.7% | +50.3% | -60.0% | -13.8% |
| YTD | -1.4% | +63.8% | -65.2% | -6.9% |
| 1Y | +13.9% | +3.8% | +10.1% | +11.7% |
| 3Y | +94.0% | -24.3% | +118.2% | +93.2% |
| 5Y | +184.0% | -50.2% | +234.2% | +189.7% |
| 10Y | +406.8% | +5.4% | +401.4% | +369.8% |
| All | +7,991.0% | +475.4% | +7,515.6% | +6,569.3% |
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