+75.1%
CTVA vs KMX
-26.1%
+101.2%
-20.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.4% | -0.7% | -0.4% |
| 7D | -4.7% | -3.4% | -1.3% | -4.1% |
| 30D | +11.1% | +4.0% | +7.1% | +10.3% |
| 3M | +13.7% | +24.8% | -11.1% | +9.0% |
| 6M | +11.2% | +43.6% | -32.4% | +3.1% |
| YTD | +26.9% | +56.6% | -29.7% | +15.0% |
| 1Y | +18.8% | +2.2% | +16.6% | +17.3% |
| All | +75.1% | -26.1% | +101.2% | +76.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling