+1,323.2%
CRS vs KMX
+11.6%
+1,311.6%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.3% | -2.5% | -1.7% |
| 7D | -6.8% | -3.1% | -3.6% | -5.4% |
| 30D | -16.1% | +4.4% | -20.6% | -18.0% |
| 3M | -21.2% | +18.9% | -40.1% | -28.5% |
| 6M | +8.7% | +44.3% | -35.6% | -11.5% |
| YTD | +41.0% | +58.7% | -17.7% | +7.7% |
| 1Y | +82.7% | +0.1% | +82.6% | +68.9% |
| 3Y | +604.8% | -24.4% | +629.2% | +612.7% |
| 5Y | +1,384.7% | -54.4% | +1,439.1% | +1,791.1% |
| All | +1,323.2% | +11.6% | +1,311.6% | +846.5% |
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