+219.2%
CVX vs KMX
+11.6%
+207.6%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.3% | -0.7% | +0.3% |
| 7D | +2.6% | -3.1% | +5.7% | +3.3% |
| 30D | +9.8% | +4.4% | +5.4% | +8.6% |
| 3M | +16.2% | +18.9% | -2.7% | +10.9% |
| 6M | +13.6% | +44.3% | -30.7% | +2.5% |
| YTD | +44.4% | +58.7% | -14.3% | +26.4% |
| 1Y | +40.6% | +0.1% | +40.5% | +35.8% |
| 3Y | +48.2% | -24.4% | +72.6% | +49.5% |
| 5Y | +172.3% | -54.4% | +226.7% | +206.6% |
| All | +219.2% | +11.6% | +207.6% | +163.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling