+256.9%
CP vs KMX
+2.4%
+254.6%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.6% | +0.5% | +0.1% |
| 7D | -0.7% | -2.3% | +1.6% | -0.2% |
| 30D | +9.6% | +6.3% | +3.3% | +7.9% |
| 3M | +2.2% | -7.4% | +9.6% | +3.6% |
| 6M | +11.1% | +37.9% | -26.8% | +1.8% |
| YTD | +28.2% | +39.5% | -11.3% | +15.4% |
| 1Y | +32.2% | +57.9% | -25.7% | +15.1% |
| 3Y | +35.5% | -15.0% | +50.5% | +32.6% |
| 5Y | +26.8% | -64.1% | +90.9% | +51.4% |
| 10Y | +256.9% | -1.6% | +258.6% | +192.8% |
| All | +256.9% | +2.4% | +254.6% | +192.8% |
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