-53.9%
KMX vs COO
-39.5%
-14.4%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -2.7% | -1.6% | -2.9% |
| 7D | -0.7% | -2.3% | +1.6% | +0.5% |
| 30D | +4.1% | -8.8% | +12.9% | +8.8% |
| 3M | +27.5% | +1.3% | +26.2% | +26.2% |
| 6M | +43.6% | -11.6% | +55.1% | +51.7% |
| YTD | +56.8% | -17.4% | +74.2% | +71.4% |
| 1Y | -1.3% | -1.6% | +0.3% | -1.3% |
| 3Y | -25.4% | -22.6% | -2.7% | -20.2% |
| 5Y | -53.9% | -40.3% | -13.6% | -40.3% |
| All | -53.9% | -39.5% | -14.4% | -40.3% |
Cumulative growth
Daily Returns
Daily percentage return beside COO.
Daily Out/Under-Performance
Portfolio return minus COO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COO 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 COO 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