+1,211.4%
CRL vs KMX
+3,950.6%
-2,739.2%
-78.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +1.0% | -2.7% | -1.9% |
| 7D | -1.0% | +1.9% | -2.9% | -1.5% |
| 30D | +10.7% | +11.7% | -1.0% | +7.8% |
| 3M | +55.3% | +34.9% | +20.4% | +44.0% |
| 6M | +60.7% | +50.3% | +10.4% | +44.7% |
| YTD | +44.6% | +63.8% | -19.2% | +27.4% |
| 1Y | +77.7% | +3.8% | +73.9% | +71.1% |
| 3Y | +37.6% | -24.3% | +61.9% | +42.4% |
| 5Y | -35.8% | -50.2% | +14.4% | -29.6% |
| 10Y | +241.7% | +5.4% | +236.4% | +215.1% |
| All | +1,211.4% | +3,950.6% | -2,739.2% | +697.2% |
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