+354.1%
CRL vs KMX
-3.5%
+357.5%
-78.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.4% | +1.9% | +0.3% |
| 7D | +8.9% | 0.0% | +8.9% | +8.8% |
| 30D | +14.0% | +3.5% | +10.5% | +11.8% |
| 3M | +19.8% | -10.4% | +30.3% | +23.3% |
| 6M | +102.0% | +37.6% | +64.4% | +75.6% |
| YTD | +70.8% | +36.1% | +34.8% | +46.9% |
| 1Y | +98.7% | +52.8% | +46.0% | +63.3% |
| 3Y | +98.2% | -17.0% | +115.2% | +101.8% |
| 5Y | -11.7% | -64.7% | +53.0% | +15.4% |
| All | +354.1% | -3.5% | +357.5% | +313.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling