-63.2%
CSGP vs KMX
-66.8%
+3.5%
-72.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | -2.1% | -2.6% | -4.1% |
| 7D | +1.3% | -7.4% | +8.6% | +3.3% |
| 30D | +10.7% | -3.4% | +14.1% | +11.6% |
| 3M | +3.3% | -11.3% | +14.6% | +6.3% |
| 6M | -10.3% | +30.6% | -40.9% | -17.3% |
| YTD | -54.6% | +33.2% | -87.8% | -58.9% |
| 1Y | -54.6% | +66.7% | -121.4% | -61.6% |
| 3Y | -60.3% | -22.1% | -38.3% | -60.0% |
| All | -63.2% | -66.8% | +3.5% | -51.4% |
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 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