-55.0%
KMX vs TCOM
+21.5%
-76.5%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.3% | +1.6% | +0.6% |
| 7D | -3.4% | -6.5% | +3.1% | -2.4% |
| 30D | +4.0% | -16.2% | +20.3% | +6.9% |
| 3M | +24.8% | -19.3% | +44.1% | +28.5% |
| 6M | +43.6% | -27.2% | +70.8% | +50.3% |
| YTD | +56.6% | -46.2% | +102.8% | +71.6% |
| 1Y | +2.2% | -46.6% | +48.9% | +12.2% |
| 3Y | -25.4% | +8.4% | -33.8% | -29.6% |
| 5Y | -55.0% | +25.8% | -80.8% | -61.2% |
| All | -55.0% | +21.5% | -76.5% | -61.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling