+68.0%
COST vs KMX
-26.1%
+94.1%
-20.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.4% | -0.4% | 0.0% |
| 7D | -2.5% | -3.4% | +0.9% | -2.3% |
| 30D | -4.4% | +4.0% | -8.5% | -4.6% |
| 3M | -8.1% | +24.8% | -32.9% | -9.2% |
| 6M | -9.2% | +43.6% | -52.9% | -11.3% |
| YTD | +5.1% | +56.6% | -51.5% | +1.6% |
| 1Y | -5.1% | +2.2% | -7.3% | -4.9% |
| All | +68.0% | -26.1% | +94.1% | +67.8% |
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