+31.5%
CP vs KMX
-52.4%
+83.9%
-25.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -4.3% | +3.8% | +0.2% |
| 7D | +2.4% | -0.7% | +3.1% | +2.5% |
| 30D | -0.5% | +4.1% | -4.6% | -1.2% |
| 3M | +1.4% | +27.5% | -26.1% | -3.0% |
| 6M | +10.3% | +43.6% | -33.2% | +2.7% |
| YTD | +24.3% | +56.8% | -32.5% | +13.3% |
| 1Y | +20.4% | -1.3% | +21.8% | +18.2% |
| 3Y | +21.8% | -25.4% | +47.2% | +23.7% |
| 5Y | +31.5% | -53.9% | +85.4% | +40.4% |
| All | +31.5% | -52.4% | +83.9% | +40.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling