+59.2%
CSX vs KMX
-65.0%
+124.1%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -2.4% | +3.4% | +1.4% |
| 7D | +3.1% | 0.0% | +3.1% | +3.1% |
| 30D | +9.7% | +3.5% | +6.2% | +8.9% |
| 3M | +4.9% | -10.4% | +15.4% | +6.8% |
| 6M | +18.4% | +37.6% | -19.3% | +10.5% |
| YTD | +45.9% | +36.1% | +9.8% | +34.9% |
| 1Y | +50.0% | +52.8% | -2.8% | +35.2% |
| 3Y | +78.0% | -17.0% | +95.0% | +77.5% |
| 5Y | +59.2% | -64.7% | +123.8% | +90.6% |
| All | +59.2% | -65.0% | +124.1% | +90.6% |
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