+606.1%
COST vs KMX
+11.6%
+594.5%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.3% | -1.1% | +0.1% |
| 7D | -1.2% | -3.1% | +1.9% | -0.8% |
| 30D | -4.7% | +4.4% | -9.2% | -5.4% |
| 3M | -7.1% | +18.9% | -26.0% | -9.7% |
| 6M | -8.5% | +44.3% | -52.8% | -14.2% |
| YTD | +5.4% | +58.7% | -53.3% | -3.0% |
| 1Y | -5.6% | +0.1% | -5.7% | -7.4% |
| 3Y | +68.5% | -24.4% | +92.9% | +69.4% |
| 5Y | +105.2% | -54.4% | +159.7% | +118.7% |
| All | +606.1% | +11.6% | +594.5% | +544.2% |
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