-64.1%
KMX vs COO
-41.3%
-22.8%
-79.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.0% | +0.5% | -0.1% |
| 7D | -2.3% | -2.3% | 0.0% | -1.1% |
| 30D | +6.3% | +13.3% | -7.0% | +0.4% |
| 3M | -7.4% | -18.1% | +10.7% | +1.0% |
| 6M | +37.9% | +6.7% | +31.2% | +31.2% |
| YTD | +39.5% | -23.2% | +62.7% | +56.3% |
| 1Y | +57.9% | -12.3% | +70.1% | +65.5% |
| 3Y | -15.0% | -23.6% | +8.6% | -10.3% |
| 5Y | -64.1% | -38.7% | -25.4% | -59.3% |
| All | -64.1% | -41.3% | -22.8% | -59.3% |
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