+74.2%
KMX vs CPAY
+1,533.9%
-1,459.7%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.6% | -0.2% | +0.1% |
| 7D | -3.4% | -2.7% | -0.7% | -2.1% |
| 30D | +4.0% | +0.6% | +3.5% | +3.8% |
| 3M | +24.8% | +17.0% | +7.7% | +15.4% |
| 6M | +43.6% | +24.1% | +19.5% | +28.0% |
| YTD | +56.6% | +35.7% | +20.9% | +32.6% |
| 1Y | +2.2% | +34.0% | -31.8% | -13.8% |
| 3Y | -25.4% | +50.3% | -75.7% | -41.2% |
| 5Y | -55.0% | +56.7% | -111.7% | -65.8% |
| 10Y | +9.6% | +153.9% | -144.4% | -34.9% |
| All | +74.2% | +1,533.9% | -1,459.7% | -46.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CPAY.
Daily Out/Under-Performance
Portfolio return minus CPAY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CPAY 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 CPAY 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