+102.9%
T vs KMX
-26.3%
+129.2%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.5% | -1.3% | -1.7% |
| 7D | -3.1% | -1.9% | -1.2% | -3.0% |
| 30D | +4.6% | +2.6% | +2.0% | +4.5% |
| 3M | +12.2% | +25.6% | -13.4% | +11.6% |
| 6M | -6.5% | +41.9% | -48.3% | -7.5% |
| YTD | +4.9% | +56.0% | -51.1% | +3.0% |
| 1Y | -10.5% | -1.8% | -8.7% | -9.7% |
| All | +102.9% | -26.3% | +129.2% | +104.8% |
Cumulative growth
Daily Returns
Daily percentage return beside KMX.
Daily Out/Under-Performance
Portfolio return minus KMX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KMX 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 3y: compounded portfolio wealth divided by compounded KMX 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…
3y analysis · Full analysis span regression · 6 months rolling