-50.5%
CPNG vs KMX
-54.8%
+4.3%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +1.3% | +1.7% | +2.6% |
| 7D | -1.1% | -3.1% | +2.0% | -0.1% |
| 30D | -7.4% | +4.4% | -11.8% | -8.7% |
| 3M | -12.3% | +18.9% | -31.3% | -18.4% |
| 6M | -19.4% | +44.3% | -63.7% | -31.0% |
| YTD | -35.9% | +58.7% | -94.6% | -47.3% |
| 1Y | -53.4% | +0.1% | -53.5% | -55.3% |
| 3Y | -20.0% | -24.4% | +4.4% | -18.7% |
| All | -50.5% | -54.8% | +4.3% | -38.6% |
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