+5,307.7%
TD vs KMX
+383.8%
+4,923.9%
-64.2%
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% | -0.2% |
| 7D | +1.1% | +3.4% | -2.3% | +0.6% |
| 30D | +5.2% | +6.8% | -1.6% | +4.0% |
| 3M | +1.2% | -11.4% | +12.6% | +2.9% |
| 6M | +17.7% | +43.6% | -25.8% | +10.4% |
| YTD | +34.2% | +37.7% | -3.5% | +25.7% |
| 1Y | +55.4% | +53.0% | +2.5% | +42.8% |
| 3Y | +130.4% | -16.3% | +146.7% | +126.6% |
| 5Y | +101.8% | -64.2% | +166.0% | +121.2% |
| 10Y | +301.9% | -2.8% | +304.7% | +266.4% |
| All | +5,307.7% | +383.8% | +4,923.9% | +3,687.4% |
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