+5,827.2%
CTAS vs KMX
+475.4%
+5,351.8%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.0% | -1.3% | -0.5% |
| 7D | -1.8% | +1.9% | -3.7% | -2.1% |
| 30D | -0.2% | +11.7% | -11.9% | -2.2% |
| 3M | +11.7% | +34.9% | -23.2% | +5.5% |
| 6M | +0.7% | +50.3% | -49.6% | -7.2% |
| YTD | +7.4% | +63.8% | -56.4% | -3.0% |
| 1Y | -2.1% | +3.8% | -5.9% | -5.4% |
| 3Y | +62.9% | -24.3% | +87.2% | +62.9% |
| 5Y | +111.9% | -50.2% | +162.1% | +122.1% |
| 10Y | +652.2% | +5.4% | +646.8% | +580.4% |
| All | +5,827.2% | +475.4% | +5,351.8% | +3,522.3% |
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