+116.0%
CTAS vs KMX
-64.6%
+180.6%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.2% | -1.6% | -0.5% |
| 7D | +2.0% | +3.4% | -1.4% | +1.4% |
| 30D | +8.7% | +6.8% | +1.9% | +7.4% |
| 3M | +13.3% | -11.4% | +24.7% | +15.1% |
| 6M | +39.4% | +43.6% | -4.2% | +30.4% |
| YTD | +21.5% | +37.7% | -16.2% | +13.4% |
| 1Y | +21.9% | +53.0% | -31.1% | +11.5% |
| 3Y | +73.6% | -16.3% | +90.0% | +70.6% |
| All | +116.0% | -64.6% | +180.6% | +183.9% |
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 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