+241.9%
CORZ vs KMX
-26.6%
+268.5%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | -2.1% | +5.5% | +4.1% |
| 7D | -11.2% | -7.4% | -3.9% | -9.2% |
| 30D | -26.2% | -3.4% | -22.8% | -25.9% |
| 3M | -44.1% | -11.3% | -32.8% | -42.4% |
| 6M | -52.3% | +30.6% | -82.8% | -58.0% |
| YTD | -19.2% | +33.2% | -52.5% | -31.0% |
| 1Y | -42.9% | +66.7% | -109.6% | -56.4% |
| All | +241.9% | -26.6% | +268.5% | +285.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling