+64.2%
T vs KMX
-54.2%
+118.4%
-32.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.5% | -1.3% | -1.7% |
| 7D | -3.1% | -1.9% | -1.2% | -2.9% |
| 30D | +4.6% | +2.6% | +2.0% | +4.3% |
| 3M | +12.2% | +25.6% | -13.4% | +10.1% |
| 6M | -6.5% | +41.9% | -48.3% | -9.4% |
| YTD | +4.9% | +56.0% | -51.1% | +0.2% |
| 1Y | -10.5% | -1.8% | -8.7% | -10.7% |
| 3Y | +104.6% | -25.7% | +130.3% | +107.3% |
| 5Y | +64.2% | -54.7% | +119.0% | +67.3% |
| All | +64.2% | -54.2% | +118.4% | +67.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling