+125.4%
TD vs KMX
-54.8%
+180.2%
-31.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.4% | +0.5% | +0.8% |
| 7D | -2.6% | -3.4% | +0.8% | -2.1% |
| 30D | -1.0% | +4.0% | -5.0% | -1.6% |
| 3M | +5.6% | +24.8% | -19.2% | +2.2% |
| 6M | +27.1% | +43.6% | -16.5% | +20.0% |
| YTD | +29.4% | +56.6% | -27.2% | +20.3% |
| 1Y | +60.7% | +2.2% | +58.4% | +57.5% |
| 3Y | +127.6% | -25.4% | +153.1% | +129.7% |
| 5Y | +125.4% | -55.0% | +180.4% | +135.8% |
| All | +125.4% | -54.8% | +180.2% | +135.8% |
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 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