+499.2%
KMX vs COO
+2,846.1%
-2,347.0%
-93.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.5% | +2.5% | +1.5% |
| 7D | +1.9% | -2.2% | +4.1% | +2.6% |
| 30D | +11.7% | -7.0% | +18.7% | +14.2% |
| 3M | +34.9% | +12.2% | +22.7% | +29.7% |
| 6M | +50.3% | -15.1% | +65.4% | +57.7% |
| YTD | +63.8% | -15.1% | +78.9% | +72.0% |
| 1Y | +3.8% | +2.3% | +1.5% | +2.8% |
| 3Y | -24.3% | -23.7% | -0.6% | -19.5% |
| 5Y | -50.2% | -38.9% | -11.3% | -43.6% |
| 10Y | +5.4% | +49.9% | -44.6% | -8.5% |
| All | +499.2% | +2,846.1% | -2,347.0% | +91.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling