+1,303.6%
CVS vs KMX
+475.4%
+828.2%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.0% | -1.5% | -0.6% |
| 7D | +4.0% | +1.9% | +2.1% | +3.7% |
| 30D | -2.4% | +11.7% | -14.1% | -3.9% |
| 3M | +2.7% | +34.9% | -32.2% | -1.6% |
| 6M | +21.9% | +50.3% | -28.4% | +14.7% |
| YTD | +24.7% | +63.8% | -39.0% | +15.6% |
| 1Y | +35.4% | +3.8% | +31.6% | +32.0% |
| 3Y | +65.2% | -24.3% | +89.5% | +65.3% |
| 5Y | +30.5% | -50.2% | +80.8% | +34.8% |
| 10Y | +40.4% | +5.4% | +35.0% | +28.8% |
| All | +1,303.6% | +475.4% | +828.2% | +889.7% |
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