-63.1%
CSGP vs KMX
-64.6%
+1.5%
-72.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +1.2% | +1.6% | +2.5% |
| 7D | +1.3% | +3.4% | -2.0% | +0.5% |
| 30D | +2.8% | +6.8% | -4.0% | +1.1% |
| 3M | -6.3% | -11.4% | +5.1% | -3.7% |
| 6M | -3.2% | +43.6% | -46.7% | -12.9% |
| YTD | -54.0% | +37.7% | -91.7% | -58.7% |
| 1Y | -54.8% | +53.0% | -107.8% | -60.8% |
| 3Y | -60.6% | -16.3% | -44.3% | -61.0% |
| All | -63.1% | -64.6% | +1.5% | -52.9% |
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