+444.5%
CORZ vs KMX
-13.6%
+458.1%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | -4.3% | +9.0% | +6.3% |
| 7D | +16.6% | -0.7% | +17.3% | +16.7% |
| 30D | -10.9% | +4.1% | -15.0% | -12.4% |
| 3M | -31.0% | +27.5% | -58.5% | -37.7% |
| 6M | +26.0% | +43.6% | -17.5% | +7.1% |
| YTD | +28.6% | +56.8% | -28.1% | +4.6% |
| 1Y | +34.5% | -1.3% | +35.8% | +33.7% |
| All | +444.5% | -13.6% | +458.1% | +485.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling