-37.0%
CRL vs KMX
-52.4%
+15.4%
-78.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -4.3% | +1.6% | -1.1% |
| 7D | -0.6% | -0.7% | +0.1% | -0.3% |
| 30D | +5.0% | +4.1% | +0.9% | +3.3% |
| 3M | +50.6% | +27.5% | +23.1% | +36.1% |
| 6M | +60.9% | +43.6% | +17.4% | +37.7% |
| YTD | +40.7% | +56.8% | -16.0% | +15.8% |
| 1Y | +73.3% | -1.3% | +74.6% | +67.3% |
| 3Y | +40.6% | -25.4% | +66.0% | +51.0% |
| 5Y | -37.0% | -53.9% | +16.9% | -28.3% |
| All | -37.0% | -52.4% | +15.4% | -28.3% |
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