-55.0%
KMX vs CLBK
+41.8%
-96.9%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.5% | -0.1% | +0.2% |
| 7D | -3.4% | -1.4% | -2.0% | -2.8% |
| 30D | +4.0% | +4.5% | -0.5% | +1.9% |
| 3M | +24.8% | +22.8% | +2.0% | +13.5% |
| 6M | +43.6% | +43.4% | +0.2% | +21.7% |
| YTD | +56.6% | +64.1% | -7.5% | +24.4% |
| 1Y | +2.2% | +67.6% | -65.3% | -19.5% |
| 3Y | -25.4% | +53.3% | -78.7% | -39.9% |
| 5Y | -55.0% | +44.8% | -99.8% | -66.0% |
| All | -55.0% | +41.8% | -96.9% | -66.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling