+6.7%
CVS vs KMX
+28.7%
-22.0%
-26.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -4.6% | +6.3% | +1.8% |
| 7D | -10.0% | -6.4% | -3.6% | -9.8% |
| 30D | -5.2% | -4.9% | -0.4% | -5.2% |
| 3M | -17.4% | -7.2% | -10.2% | -17.2% |
| 6M | +2.1% | +41.2% | -39.1% | +1.7% |
| YTD | +5.6% | +36.1% | -30.5% | +4.5% |
| 1Y | +6.7% | +28.9% | -22.2% | +5.6% |
| All | +6.7% | +28.7% | -22.0% | +5.6% |
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