+6,604.4%
CTAS vs KMX
+383.8%
+6,220.6%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.2% | -1.6% | -0.6% |
| 7D | +2.0% | +3.4% | -1.4% | +1.3% |
| 30D | +8.7% | +6.8% | +1.9% | +7.3% |
| 3M | +13.3% | -11.4% | +24.7% | +15.3% |
| 6M | +39.4% | +43.6% | -4.2% | +29.6% |
| YTD | +21.5% | +37.7% | -16.2% | +12.8% |
| 1Y | +21.9% | +53.0% | -31.1% | +10.9% |
| 3Y | +73.6% | -16.3% | +90.0% | +70.3% |
| 5Y | +116.2% | -64.2% | +180.4% | +140.2% |
| 10Y | +818.2% | -2.8% | +821.0% | +742.9% |
| All | +6,604.4% | +383.8% | +6,220.6% | +4,111.1% |
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