+412.6%
CSX vs KMX
+13.6%
+399.1%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +5.1% | -2.3% | +1.4% |
| 7D | -2.2% | -4.1% | +1.9% | -1.1% |
| 30D | +6.8% | +2.9% | +4.0% | +5.8% |
| 3M | +0.7% | -7.0% | +7.7% | +2.2% |
| 6M | +13.3% | +34.1% | -20.9% | +3.0% |
| YTD | +40.5% | +40.0% | +0.5% | +24.1% |
| 1Y | +44.7% | +67.2% | -22.5% | +21.0% |
| 3Y | +74.5% | -13.4% | +87.9% | +68.1% |
| 5Y | +52.0% | -65.1% | +117.1% | +90.6% |
| 10Y | +412.6% | +6.9% | +405.8% | +286.9% |
| All | +412.6% | +13.6% | +399.1% | +286.9% |
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 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