+1,981.2%
CRH vs KMX
+457.5%
+1,523.8%
-65.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.3% | -0.3% | +0.7% |
| 7D | -6.1% | -3.1% | -2.9% | -5.4% |
| 30D | -9.3% | +4.4% | -13.7% | -10.1% |
| 3M | -15.2% | +18.9% | -34.1% | -18.5% |
| 6M | -14.2% | +44.3% | -58.5% | -21.1% |
| YTD | -28.3% | +58.7% | -86.9% | -35.5% |
| 1Y | -21.8% | +0.1% | -21.9% | -24.0% |
| 3Y | +71.6% | -24.4% | +96.0% | +73.8% |
| 5Y | +96.6% | -54.4% | +151.0% | +113.8% |
| 10Y | +253.8% | +11.0% | +242.8% | +218.5% |
| All | +1,981.2% | +457.5% | +1,523.8% | +1,171.6% |
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 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