-22.4%
CPNG vs KMX
-26.1%
+3.7%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.4% | -1.0% | -0.7% |
| 7D | -5.4% | -3.4% | -2.0% | -5.0% |
| 30D | -11.1% | +4.0% | -15.1% | -11.6% |
| 3M | -3.0% | +24.8% | -27.8% | -6.5% |
| 6M | -23.5% | +43.6% | -67.1% | -28.6% |
| YTD | -37.8% | +56.6% | -94.4% | -42.8% |
| 1Y | -54.3% | +2.2% | -56.6% | -55.1% |
| All | -22.4% | -26.1% | +3.7% | -23.9% |
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