+5,174.1%
CP vs KMX
+368.0%
+4,806.1%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -2.1% | +0.4% | -1.3% |
| 7D | +2.8% | -7.4% | +10.2% | +4.2% |
| 30D | +10.2% | -3.4% | +13.6% | +10.7% |
| 3M | +2.4% | -11.3% | +13.7% | +4.3% |
| 6M | +7.7% | +30.6% | -22.9% | +1.6% |
| YTD | +26.0% | +33.2% | -7.2% | +17.3% |
| 1Y | +34.6% | +66.7% | -32.1% | +19.9% |
| 3Y | +26.7% | -22.1% | +48.7% | +26.7% |
| 5Y | +24.9% | -66.7% | +91.6% | +41.3% |
| 10Y | +258.6% | +1.9% | +256.7% | +220.2% |
| All | +5,174.1% | +368.0% | +4,806.1% | +3,476.1% |
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