-10.0%
CRM vs KMX
+35.0%
-45.0%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +3.3% | -1.1% | +2.0% |
| 7D | -6.2% | +2.1% | -8.3% | -6.4% |
| 30D | -1.2% | +0.5% | -1.7% | -1.3% |
| 3M | +19.1% | -4.1% | +23.2% | +19.1% |
| 6M | +23.0% | +49.5% | -26.5% | +17.1% |
| YTD | -13.7% | +42.7% | -56.4% | -18.6% |
| 1Y | -10.0% | +35.3% | -45.3% | -14.9% |
| All | -10.0% | +35.0% | -45.0% | -14.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling