+44.1%
CSGP vs KMX
+5.5%
+38.6%
-72.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +1.0% | -3.5% | -2.7% |
| 7D | -4.1% | +1.9% | -6.0% | -4.5% |
| 30D | +2.3% | +11.7% | -9.4% | -0.6% |
| 3M | -8.2% | +34.9% | -43.1% | -15.6% |
| 6M | -35.1% | +50.3% | -85.3% | -42.7% |
| YTD | -54.0% | +63.8% | -117.8% | -60.5% |
| 1Y | -65.3% | +3.8% | -69.1% | -66.8% |
| 3Y | -62.6% | -24.3% | -38.3% | -62.0% |
| 5Y | -64.8% | -50.2% | -14.6% | -61.6% |
| All | +44.1% | +5.5% | +38.6% | +23.4% |
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