+1,755.4%
CVX vs KMX
+475.4%
+1,280.0%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +1.0% | -2.3% | -1.4% |
| 7D | +3.3% | +1.9% | +1.4% | +3.0% |
| 30D | +12.9% | +11.7% | +1.2% | +11.0% |
| 3M | +11.7% | +34.9% | -23.2% | +6.4% |
| 6M | +14.1% | +50.3% | -36.1% | +6.4% |
| YTD | +40.7% | +63.8% | -23.1% | +29.1% |
| 1Y | +37.5% | +3.8% | +33.7% | +33.4% |
| 3Y | +43.9% | -24.3% | +68.2% | +44.1% |
| 5Y | +161.5% | -50.2% | +211.7% | +170.4% |
| 10Y | +215.1% | +5.4% | +209.7% | +188.7% |
| All | +1,755.4% | +475.4% | +1,280.0% | +1,213.0% |
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