+1,855.8%
CVX vs KMX
+383.8%
+1,472.0%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.2% | +0.4% | +1.5% |
| 7D | +3.4% | +3.4% | 0.0% | +2.9% |
| 30D | -1.0% | +6.8% | -7.8% | -2.1% |
| 3M | +12.2% | -11.4% | +23.6% | +13.7% |
| 6M | +20.3% | +43.6% | -23.2% | +13.0% |
| YTD | +48.3% | +37.7% | +10.6% | +39.1% |
| 1Y | +46.9% | +53.0% | -6.1% | +35.5% |
| 3Y | +73.1% | -16.3% | +89.4% | +70.4% |
| 5Y | +135.2% | -64.2% | +199.5% | +155.1% |
| 10Y | +214.4% | -2.8% | +217.2% | +191.4% |
| All | +1,855.8% | +383.8% | +1,472.0% | +1,314.1% |
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