+683.1%
CTAS vs KMX
+11.6%
+671.5%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +1.3% | +0.2% | +1.2% |
| 7D | +0.5% | -3.1% | +3.6% | +1.3% |
| 30D | -0.7% | +4.4% | -5.2% | -2.0% |
| 3M | +11.1% | +18.9% | -7.8% | +5.4% |
| 6M | +2.1% | +44.3% | -42.1% | -9.0% |
| YTD | +8.0% | +58.7% | -50.7% | -7.0% |
| 1Y | -0.5% | +0.1% | -0.6% | -4.2% |
| 3Y | +66.2% | -24.4% | +90.6% | +66.7% |
| 5Y | +109.2% | -54.4% | +163.6% | +139.9% |
| All | +683.1% | +11.6% | +671.5% | +506.2% |
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