+8.0%
KMX vs TCOM
-9.8%
+17.8%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.8% | +0.5% | +1.2% |
| 7D | -3.1% | -4.9% | +1.8% | -2.2% |
| 30D | +4.4% | -14.4% | +18.8% | +7.5% |
| 3M | +18.9% | -17.7% | +36.6% | +22.6% |
| 6M | +44.3% | -25.1% | +69.4% | +51.4% |
| YTD | +58.7% | -45.7% | +104.4% | +76.4% |
| 1Y | +0.1% | -47.9% | +48.0% | +12.2% |
| 3Y | -24.4% | +8.9% | -33.4% | -29.5% |
| 5Y | -54.4% | +26.9% | -81.3% | -61.1% |
| All | +8.0% | -9.8% | +17.8% | -8.7% |
Cumulative growth
Daily Returns
Daily percentage return beside TCOM.
Daily Out/Under-Performance
Portfolio return minus TCOM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TCOM 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 TCOM 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