+581.2%
T vs KMX
+383.8%
+197.4%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.2% | -1.2% | -0.1% |
| 7D | +2.5% | +3.4% | -0.8% | +2.1% |
| 30D | -3.8% | +6.8% | -10.6% | -4.5% |
| 3M | -8.7% | -11.4% | +2.6% | -7.6% |
| 6M | -8.1% | +43.6% | -51.7% | -12.3% |
| YTD | -6.4% | +37.7% | -44.2% | -10.9% |
| 1Y | -9.8% | +53.0% | -62.7% | -15.2% |
| 3Y | +65.5% | -16.3% | +81.8% | +63.0% |
| 5Y | +57.0% | -64.2% | +121.2% | +67.5% |
| 10Y | +60.8% | -2.8% | +63.6% | +49.3% |
| All | +581.2% | +383.8% | +197.4% | +420.9% |
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