+499.2%
KMX vs TAP
+752.1%
-252.9%
-93.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.2% | +1.2% | +1.1% |
| 7D | +1.9% | -2.3% | +4.2% | +2.6% |
| 30D | +11.7% | -2.1% | +13.8% | +12.3% |
| 3M | +34.9% | +6.6% | +28.3% | +32.1% |
| 6M | +50.3% | -11.5% | +61.8% | +55.2% |
| YTD | +63.8% | -10.3% | +74.1% | +68.0% |
| 1Y | +3.8% | -14.4% | +18.2% | +8.3% |
| 3Y | -24.3% | -28.3% | +4.0% | -17.5% |
| 5Y | -50.2% | +1.7% | -51.9% | -51.0% |
| 10Y | +5.4% | -49.2% | +54.6% | +17.5% |
| All | +499.2% | +752.1% | -252.9% | +327.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling