+65.8%
CVE vs KMX
+55.6%
+10.2%
-23.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.2% | -0.6% | +0.7% |
| 7D | +5.9% | +3.4% | +2.6% | +6.0% |
| 30D | -10.9% | +6.8% | -17.7% | -10.9% |
| 3M | -4.5% | -11.4% | +6.9% | -4.4% |
| 6M | -1.0% | +43.6% | -44.5% | -2.6% |
| YTD | +74.7% | +37.7% | +37.0% | +74.6% |
| 1Y | +65.8% | +53.0% | +12.8% | +66.9% |
| All | +65.8% | +55.6% | +10.2% | +66.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling