+1,401.6%
CRS vs KMX
-54.8%
+1,456.5%
-41.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +0.4% | -2.6% | -2.3% |
| 7D | -4.1% | -3.4% | -0.7% | -3.1% |
| 30D | -16.6% | +4.0% | -20.6% | -17.7% |
| 3M | -14.3% | +24.8% | -39.0% | -20.8% |
| 6M | +11.6% | +43.6% | -32.0% | -2.4% |
| YTD | +42.6% | +56.6% | -14.0% | +19.9% |
| 1Y | +81.8% | +2.2% | +79.6% | +73.4% |
| 3Y | +632.1% | -25.4% | +657.5% | +664.1% |
| 5Y | +1,401.6% | -55.0% | +1,456.7% | +1,725.0% |
| All | +1,401.6% | -54.8% | +1,456.5% | +1,725.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling