+10,528.3%
COST vs KMX
+450.6%
+10,077.7%
-53.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -4.3% | +3.7% | 0.0% |
| 7D | -3.2% | -0.7% | -2.5% | -3.1% |
| 30D | -4.0% | +4.1% | -8.1% | -4.5% |
| 3M | -6.5% | +27.5% | -34.0% | -9.9% |
| 6M | -8.5% | +43.6% | -52.1% | -13.7% |
| YTD | +6.0% | +56.8% | -50.7% | -1.6% |
| 1Y | -5.8% | -1.3% | -4.5% | -7.8% |
| 3Y | +71.8% | -25.4% | +97.2% | +71.7% |
| 5Y | +106.2% | -53.9% | +160.1% | +115.6% |
| 10Y | +602.0% | +0.7% | +601.4% | +537.6% |
| All | +10,528.3% | +450.6% | +10,077.7% | +5,727.7% |
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 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