+1,436.2%
CRL vs KMX
+3,306.1%
-1,869.9%
-78.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.2% | -2.1% | -1.1% |
| 7D | +0.1% | +3.4% | -3.2% | -0.6% |
| 30D | +11.9% | +6.8% | +5.1% | +9.8% |
| 3M | +20.2% | -11.4% | +31.5% | +22.7% |
| 6M | +107.5% | +43.6% | +64.0% | +88.6% |
| YTD | +69.4% | +37.7% | +31.7% | +54.3% |
| 1Y | +99.7% | +53.0% | +46.8% | +77.5% |
| 3Y | +98.8% | -16.3% | +115.1% | +101.2% |
| 5Y | -12.4% | -64.2% | +51.8% | +2.9% |
| 10Y | +352.9% | -2.8% | +355.7% | +325.8% |
| All | +1,436.2% | +3,306.1% | -1,869.9% | +866.0% |
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