+3.1%
KMX vs CLBK
+67.9%
-64.8%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | 0.0% | +1.0% | +1.0% |
| 7D | +1.9% | +1.2% | +0.7% | +1.3% |
| 30D | +11.7% | +9.1% | +2.6% | +6.7% |
| 3M | +34.9% | +27.7% | +7.2% | +18.7% |
| 6M | +50.3% | +40.8% | +9.4% | +25.5% |
| YTD | +63.8% | +66.4% | -2.6% | +25.0% |
| 1Y | +3.8% | +72.4% | -68.5% | -22.2% |
| 3Y | -24.3% | +50.7% | -75.0% | -40.6% |
| 5Y | -50.2% | +42.9% | -93.2% | -62.5% |
| All | +3.1% | +67.9% | -64.8% | -29.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling