+291.4%
KMX vs TCOM
+2,658.7%
-2,367.2%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -1.3% | -3.0% | -4.1% |
| 7D | -0.7% | -7.6% | +6.9% | +0.8% |
| 30D | +4.1% | -12.2% | +16.3% | +6.7% |
| 3M | +27.5% | -14.2% | +41.7% | +30.5% |
| 6M | +43.6% | -25.0% | +68.6% | +50.6% |
| YTD | +56.8% | -43.7% | +100.4% | +73.0% |
| 1Y | -1.3% | -44.5% | +43.2% | +9.3% |
| 3Y | -25.4% | +13.4% | -38.8% | -30.6% |
| 5Y | -53.9% | +26.5% | -80.4% | -60.3% |
| 10Y | +0.7% | -10.3% | +10.9% | -12.8% |
| All | +291.4% | +2,658.7% | -2,367.2% | +89.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling