+3,183.6%
CSX vs KMX
+368.0%
+2,815.6%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -2.1% | -1.2% | -2.9% |
| 7D | -5.5% | -7.4% | +1.9% | -4.1% |
| 30D | +4.9% | -3.4% | +8.3% | +5.5% |
| 3M | -2.9% | -11.3% | +8.5% | -0.7% |
| 6M | +8.3% | +30.6% | -22.2% | +1.7% |
| YTD | +36.7% | +33.2% | +3.5% | +26.4% |
| 1Y | +41.5% | +66.7% | -25.2% | +24.7% |
| 3Y | +68.6% | -22.1% | +90.7% | +68.3% |
| 5Y | +48.4% | -66.7% | +115.2% | +70.2% |
| 10Y | +446.6% | +1.9% | +444.7% | +388.7% |
| All | +3,183.6% | +368.0% | +2,815.6% | +2,116.0% |
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