+3,919.3%
KMX vs TKO
+1,406.3%
+2,513.0%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.2% | +1.7% | 0.0% |
| 7D | -1.9% | +0.7% | -2.5% | -2.1% |
| 30D | +2.6% | +0.9% | +1.7% | +2.2% |
| 3M | +25.6% | -6.2% | +31.7% | +27.1% |
| 6M | +41.9% | -5.6% | +47.5% | +43.1% |
| YTD | +56.0% | -7.8% | +63.9% | +58.2% |
| 1Y | -1.8% | -1.2% | -0.6% | -1.9% |
| 3Y | -25.7% | +106.5% | -132.2% | -38.1% |
| 5Y | -54.7% | +310.4% | -365.1% | -68.1% |
| 10Y | +9.2% | +987.5% | -978.4% | -41.8% |
| All | +3,919.3% | +1,406.3% | +2,513.0% | +1,365.0% |
Cumulative growth
Daily Returns
Daily percentage return beside TKO.
Daily Out/Under-Performance
Portfolio return minus TKO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TKO 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 TKO 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