+490.1%
CSX vs KMX
+6.1%
+484.0%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.0% | -0.2% | +0.6% |
| 7D | -3.4% | +1.9% | -5.3% | -3.9% |
| 30D | -3.1% | +11.7% | -14.8% | -6.0% |
| 3M | +7.2% | +34.9% | -27.7% | -2.0% |
| 6M | +16.2% | +50.3% | -34.1% | +1.9% |
| YTD | +37.5% | +63.8% | -26.2% | +16.8% |
| 1Y | +53.2% | +3.8% | +49.4% | +45.7% |
| 3Y | +68.2% | -24.3% | +92.5% | +70.4% |
| 5Y | +65.2% | -50.2% | +115.5% | +82.6% |
| All | +490.1% | +6.1% | +484.0% | +352.5% |
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