-64.4%
KMX vs TAP
+0.6%
-65.1%
-79.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +3.2% | -2.0% | -0.3% |
| 7D | +3.4% | +1.3% | +2.1% | +2.7% |
| 30D | +6.8% | +5.7% | +1.1% | +3.9% |
| 3M | -11.4% | -1.9% | -9.5% | -10.9% |
| 6M | +43.6% | +0.9% | +42.6% | +41.6% |
| YTD | +37.7% | -9.5% | +47.2% | +42.2% |
| 1Y | +53.0% | -9.0% | +61.9% | +57.5% |
| 3Y | -16.3% | -22.2% | +5.9% | -8.5% |
| All | -64.4% | +0.6% | -65.1% | -65.7% |
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