-0.1%
KMX vs CLBK
+65.5%
-65.5%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.1% | +1.4% | +1.4% |
| 7D | -3.1% | -1.5% | -1.7% | -2.4% |
| 30D | +4.4% | -1.0% | +5.5% | +4.9% |
| 3M | +18.9% | +22.9% | -4.0% | +6.7% |
| 6M | +44.3% | +44.2% | +0.1% | +19.1% |
| YTD | +58.7% | +64.0% | -5.3% | +22.0% |
| 1Y | +0.1% | +65.7% | -65.6% | -23.4% |
| 3Y | -24.4% | +54.1% | -78.5% | -41.3% |
| 5Y | -54.4% | +44.7% | -99.1% | -66.0% |
| All | -0.1% | +65.5% | -65.5% | -31.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CLBK.
Daily Out/Under-Performance
Portfolio return minus CLBK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CLBK 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 CLBK 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