+170.6%
CVX vs KMX
-54.8%
+225.4%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.4% | -0.9% | -0.5% |
| 7D | +0.7% | -3.4% | +4.1% | +1.0% |
| 30D | +9.1% | +4.0% | +5.1% | +8.6% |
| 3M | +13.1% | +24.8% | -11.7% | +10.1% |
| 6M | +16.3% | +43.6% | -27.4% | +11.0% |
| YTD | +43.5% | +56.6% | -13.1% | +35.2% |
| 1Y | +40.2% | +2.2% | +37.9% | +38.3% |
| 3Y | +44.2% | -25.4% | +69.7% | +46.8% |
| 5Y | +170.6% | -55.0% | +225.6% | +184.7% |
| All | +170.6% | -54.8% | +225.4% | +184.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling