-54.7%
KMX vs TAP
-0.5%
-54.2%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.9% | +0.5% | 0.0% |
| 7D | -1.9% | -5.1% | +3.2% | +0.6% |
| 30D | +2.6% | -8.4% | +11.0% | +6.8% |
| 3M | +25.6% | -3.9% | +29.5% | +27.4% |
| 6M | +41.9% | -14.4% | +56.2% | +51.9% |
| YTD | +56.0% | -14.7% | +70.8% | +66.1% |
| 1Y | -1.8% | -18.7% | +16.9% | +7.1% |
| 3Y | -25.7% | -32.6% | +6.9% | -13.1% |
| 5Y | -54.7% | -1.4% | -53.3% | -56.2% |
| All | -54.7% | -0.5% | -54.2% | -56.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling