+4,688.5%
CRS vs KMX
+448.1%
+4,240.4%
-84.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.5% | +0.4% | +0.1% |
| 7D | -0.5% | -1.9% | +1.3% | 0.0% |
| 30D | -18.1% | +2.6% | -20.7% | -18.8% |
| 3M | -12.4% | +25.6% | -38.0% | -18.5% |
| 6M | +15.9% | +41.9% | -25.9% | +3.5% |
| YTD | +45.8% | +56.0% | -10.2% | +25.8% |
| 1Y | +87.8% | -1.8% | +89.5% | +80.1% |
| 3Y | +648.7% | -25.7% | +674.5% | +660.6% |
| 5Y | +1,416.6% | -54.7% | +1,471.4% | +1,619.7% |
| 10Y | +1,412.7% | +9.2% | +1,403.5% | +1,285.3% |
| All | +4,688.5% | +448.1% | +4,240.4% | +2,903.5% |
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 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