+65.1%
CSGP vs KMX
+6.5%
+58.7%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +0.1% | -3.1% | -3.0% |
| 7D | -3.2% | +1.5% | -4.7% | -3.5% |
| 30D | +2.2% | +3.0% | -0.8% | +1.4% |
| 3M | -3.7% | -7.8% | +4.2% | -1.8% |
| 6M | -7.4% | +34.3% | -41.8% | -15.3% |
| YTD | -54.9% | +40.2% | -95.1% | -59.7% |
| 1Y | -54.9% | +63.0% | -117.9% | -61.4% |
| 3Y | -61.9% | -14.5% | -47.4% | -62.7% |
| 5Y | -63.1% | -64.3% | +1.2% | -56.0% |
| 10Y | +65.1% | +2.8% | +62.4% | +42.0% |
| All | +65.1% | +6.5% | +58.7% | +42.0% |
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