+238.9%
CRM vs KMX
+11.6%
+227.3%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +1.3% | +0.6% | +1.6% |
| 7D | -4.4% | -3.1% | -1.3% | -3.6% |
| 30D | +28.1% | +4.4% | +23.7% | +26.6% |
| 3M | +48.8% | +18.9% | +29.9% | +41.1% |
| 6M | +28.3% | +44.3% | -16.0% | +13.9% |
| YTD | -6.0% | +58.7% | -64.7% | -19.3% |
| 1Y | +1.4% | +0.1% | +1.3% | -2.4% |
| 3Y | +11.8% | -24.4% | +36.3% | +13.0% |
| 5Y | -2.0% | -54.4% | +52.4% | +10.4% |
| All | +238.9% | +11.6% | +227.3% | +193.0% |
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 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