-25.4%
KMX vs TAP
-31.5%
+6.1%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -4.1% | -0.2% | -2.3% |
| 7D | -0.7% | -2.3% | +1.6% | +0.5% |
| 30D | +4.1% | -9.4% | +13.5% | +9.1% |
| 3M | +27.5% | -0.8% | +28.3% | +27.3% |
| 6M | +43.6% | -14.7% | +58.3% | +54.6% |
| YTD | +56.8% | -13.9% | +70.7% | +66.1% |
| 1Y | -1.3% | -18.6% | +17.3% | +7.5% |
| 3Y | -25.4% | -32.0% | +6.6% | -16.4% |
| All | -25.4% | -31.5% | +6.1% | -16.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling