+5,648.9%
CRM vs KMX
+471.8%
+5,177.2%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.4% | -0.9% | -0.6% |
| 7D | -8.1% | -3.4% | -4.7% | -7.1% |
| 30D | +23.1% | +4.0% | +19.0% | +21.3% |
| 3M | +42.5% | +24.8% | +17.8% | +30.9% |
| 6M | +25.3% | +43.6% | -18.3% | +8.2% |
| YTD | -7.8% | +56.6% | -64.4% | -23.4% |
| 1Y | +1.0% | +2.2% | -1.2% | -5.3% |
| 3Y | +10.0% | -25.4% | +35.4% | +10.2% |
| 5Y | -3.9% | -55.0% | +51.1% | +10.1% |
| 10Y | +233.2% | +9.6% | +223.6% | +149.0% |
| All | +5,648.9% | +471.8% | +5,177.2% | +1,682.3% |
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 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