+21.2%
CP vs KMX
-22.2%
+43.4%
-25.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.0% | -0.7% | +0.2% |
| 7D | -2.7% | +1.9% | -4.6% | -3.0% |
| 30D | +0.2% | +11.7% | -11.5% | -1.7% |
| 3M | +2.6% | +34.9% | -32.3% | -2.9% |
| 6M | +6.0% | +50.3% | -44.3% | -2.3% |
| YTD | +24.9% | +63.8% | -38.9% | +12.6% |
| 1Y | +20.1% | +3.8% | +16.3% | +17.9% |
| All | +21.2% | -22.2% | +43.4% | +19.9% |
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