+679.9%
T vs KMX
+475.4%
+204.5%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +1.0% | -3.0% | -2.1% |
| 7D | -1.3% | +1.9% | -3.2% | -1.5% |
| 30D | +11.4% | +11.7% | -0.3% | +9.9% |
| 3M | +14.3% | +34.9% | -20.6% | +10.2% |
| 6M | -9.3% | +50.3% | -59.5% | -14.0% |
| YTD | +7.1% | +63.8% | -56.7% | +0.1% |
| 1Y | -9.1% | +3.8% | -12.9% | -11.2% |
| 3Y | +105.3% | -24.3% | +129.6% | +104.8% |
| 5Y | +66.8% | -50.2% | +117.0% | +71.1% |
| 10Y | +66.8% | +5.4% | +61.4% | +53.3% |
| All | +679.9% | +475.4% | +204.5% | +485.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling