-13.3%
KMX vs CLBK
+60.9%
-74.1%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.5% | +1.8% | +1.5% |
| 7D | +3.4% | +0.9% | +2.5% | +3.0% |
| 30D | +6.8% | +3.4% | +3.4% | +5.1% |
| 3M | -11.4% | -4.3% | -7.1% | -9.6% |
| 6M | +43.6% | +28.4% | +15.2% | +25.6% |
| YTD | +37.7% | +59.4% | -21.7% | +7.2% |
| 1Y | +53.0% | +64.8% | -11.8% | +17.1% |
| 3Y | -16.3% | +50.6% | -66.9% | -34.3% |
| 5Y | -64.2% | +28.3% | -92.5% | -71.3% |
| All | -13.3% | +60.9% | -74.1% | -39.4% |
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