+233.3%
CP vs KMX
+3.6%
+229.7%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.5% | -0.7% | -1.1% |
| 7D | +0.6% | -1.9% | +2.4% | +1.0% |
| 30D | -0.5% | +2.6% | -3.1% | -1.1% |
| 3M | +0.1% | +25.6% | -25.5% | -5.6% |
| 6M | +7.8% | +41.9% | -34.0% | -2.1% |
| YTD | +22.9% | +56.0% | -33.2% | +8.2% |
| 1Y | +21.3% | -1.8% | +23.1% | +17.8% |
| 3Y | +20.4% | -25.7% | +46.1% | +22.3% |
| 5Y | +34.9% | -54.7% | +89.7% | +50.4% |
| 10Y | +233.3% | +9.2% | +224.2% | +181.8% |
| All | +233.3% | +3.6% | +229.7% | +181.8% |
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 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