+8,453.8%
COR vs KMX
+389.9%
+8,063.9%
-71.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.6% | +0.9% | +0.4% |
| 7D | -1.2% | -2.3% | +1.1% | -0.9% |
| 30D | +7.6% | +6.3% | +1.3% | +7.0% |
| 3M | +5.0% | -7.4% | +12.4% | +5.6% |
| 6M | +35.3% | +37.9% | -2.6% | +30.6% |
| YTD | +4.2% | +39.5% | -35.3% | -0.1% |
| 1Y | -3.4% | +57.9% | -61.3% | -8.7% |
| 3Y | +81.1% | -15.0% | +96.1% | +78.1% |
| 5Y | +195.8% | -64.1% | +259.9% | +211.9% |
| 10Y | +493.6% | -1.6% | +495.2% | +453.8% |
| All | +8,453.8% | +389.9% | +8,063.9% | +7,053.0% |
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