+5,177.9%
TD vs KMX
+475.4%
+4,702.6%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +1.0% | -2.4% | -1.5% |
| 7D | +0.3% | +1.9% | -1.6% | 0.0% |
| 30D | +0.4% | +11.7% | -11.3% | -1.4% |
| 3M | +7.6% | +34.9% | -27.3% | +2.2% |
| 6M | +25.0% | +50.3% | -25.3% | +16.1% |
| YTD | +31.0% | +63.8% | -32.8% | +19.6% |
| 1Y | +65.2% | +3.8% | +61.3% | +60.1% |
| 3Y | +122.5% | -24.3% | +146.8% | +122.4% |
| 5Y | +124.8% | -50.2% | +175.0% | +133.6% |
| 10Y | +298.2% | +5.4% | +292.8% | +258.1% |
| All | +5,177.9% | +475.4% | +4,702.6% | +3,504.5% |
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