+224.3%
CTVA vs KMX
-21.6%
+245.9%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -4.3% | +2.1% | -1.2% |
| 7D | -2.1% | -0.7% | -1.4% | -1.9% |
| 30D | +12.0% | +4.1% | +7.9% | +10.9% |
| 3M | +13.5% | +27.5% | -14.0% | +6.4% |
| 6M | +12.1% | +43.6% | -31.5% | +1.1% |
| YTD | +29.0% | +56.8% | -27.7% | +13.1% |
| 1Y | +18.9% | -1.3% | +20.2% | +15.5% |
| 3Y | +78.9% | -25.4% | +104.3% | +82.2% |
| 5Y | +105.2% | -53.9% | +159.1% | +131.3% |
| All | +224.3% | -21.6% | +245.9% | +216.4% |
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 1990-01-01 to 2026-09-08: 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling