+3,203.0%
CSX vs KMX
+475.4%
+2,727.6%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.0% | -0.2% | +0.6% |
| 7D | -3.4% | +1.9% | -5.3% | -3.7% |
| 30D | -3.1% | +11.7% | -14.8% | -5.3% |
| 3M | +7.2% | +34.9% | -27.7% | +0.3% |
| 6M | +16.2% | +50.3% | -34.1% | +5.6% |
| YTD | +37.5% | +63.8% | -26.2% | +22.3% |
| 1Y | +53.2% | +3.8% | +49.4% | +47.2% |
| 3Y | +68.2% | -24.3% | +92.5% | +68.8% |
| 5Y | +65.2% | -50.2% | +115.5% | +74.5% |
| 10Y | +504.1% | +5.4% | +498.8% | +435.5% |
| All | +3,203.0% | +475.4% | +2,727.6% | +2,043.0% |
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