+410.2%
KMX vs COO
+2,564.2%
-2,154.0%
-93.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.0% | +0.5% | -0.2% |
| 7D | -2.3% | -2.3% | 0.0% | -1.5% |
| 30D | +6.3% | +13.3% | -7.0% | +2.3% |
| 3M | -7.4% | -18.1% | +10.7% | -2.0% |
| 6M | +37.9% | +6.7% | +31.2% | +33.9% |
| YTD | +39.5% | -23.2% | +62.7% | +50.3% |
| 1Y | +57.9% | -12.3% | +70.1% | +63.1% |
| 3Y | -15.0% | -23.6% | +8.6% | -10.0% |
| 5Y | -64.1% | -38.7% | -25.4% | -59.5% |
| 10Y | -1.6% | +42.2% | -43.8% | -13.4% |
| All | +410.2% | +2,564.2% | -2,154.0% | +67.0% |
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