-1.6%
KMX vs TAP
-47.8%
+46.2%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.7% | +0.2% | -0.3% |
| 7D | -2.3% | -8.0% | +5.7% | +1.1% |
| 30D | +6.3% | +4.1% | +2.2% | +4.5% |
| 3M | -7.4% | -4.4% | -3.0% | -5.9% |
| 6M | +37.9% | -1.9% | +39.8% | +37.9% |
| YTD | +39.5% | -12.1% | +51.5% | +45.3% |
| 1Y | +57.9% | -12.0% | +69.9% | +64.4% |
| 3Y | -15.0% | -25.0% | +10.1% | -6.2% |
| 5Y | -64.1% | -1.1% | -63.0% | -64.9% |
| 10Y | -1.6% | -47.6% | +46.0% | -4.0% |
| All | -1.6% | -47.8% | +46.2% | -4.0% |
Cumulative growth
Daily Returns
Daily percentage return beside TAP.
Daily Out/Under-Performance
Portfolio return minus TAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TAP 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 10y: compounded portfolio wealth divided by compounded TAP 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…
10y analysis · Full analysis span regression · 6 months rolling