+231.7%
CTVA vs KMX
-18.1%
+249.8%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.0% | -1.9% | -1.1% |
| 7D | +4.9% | +1.9% | +3.0% | +4.5% |
| 30D | +11.9% | +11.7% | +0.2% | +8.9% |
| 3M | +13.7% | +34.9% | -21.2% | +5.2% |
| 6M | +13.1% | +50.3% | -37.1% | +0.9% |
| YTD | +32.0% | +63.8% | -31.8% | +14.5% |
| 1Y | +22.1% | +3.8% | +18.2% | +17.2% |
| 3Y | +77.5% | -24.3% | +101.8% | +80.4% |
| 5Y | +106.3% | -50.2% | +156.5% | +127.1% |
| All | +231.7% | -18.1% | +249.8% | +220.3% |
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