+3,388.4%
CSGP vs KMX
+920.1%
+2,468.3%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -4.6% | +3.0% | -0.7% |
| 7D | +13.9% | -6.4% | +20.3% | +15.4% |
| 30D | +16.0% | -4.9% | +20.9% | +17.1% |
| 3M | +6.1% | -7.2% | +13.3% | +7.5% |
| 6M | -8.2% | +41.2% | -49.4% | -15.2% |
| YTD | -52.3% | +36.1% | -88.5% | -56.0% |
| 1Y | -54.5% | +28.9% | -83.4% | -57.9% |
| 3Y | -58.6% | -21.5% | -37.1% | -58.5% |
| 5Y | -61.5% | -66.0% | +4.5% | -55.7% |
| 10Y | +74.7% | +4.1% | +70.5% | +55.5% |
| All | +3,388.4% | +920.1% | +2,468.3% | +2,096.3% |
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