+41.0%
TDY vs KMX
-54.8%
+95.8%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +1.3% | -0.1% | +1.0% |
| 7D | -1.1% | -3.1% | +2.0% | -0.5% |
| 30D | -12.0% | +4.4% | -16.5% | -12.9% |
| 3M | -3.2% | +18.9% | -22.1% | -6.9% |
| 6M | -7.9% | +44.3% | -52.2% | -15.2% |
| YTD | +18.2% | +58.7% | -40.5% | +6.5% |
| 1Y | +6.7% | +0.1% | +6.5% | +4.1% |
| 3Y | +47.5% | -24.4% | +72.0% | +49.3% |
| All | +41.0% | -54.8% | +95.8% | +53.5% |
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 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