-25.8%
TE vs KMX
+35.0%
-60.8%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +3.3% | -6.8% | -4.2% |
| 7D | +3.8% | +2.1% | +1.7% | +3.1% |
| 30D | -26.2% | +0.5% | -26.7% | -26.5% |
| 3M | -49.7% | -4.1% | -45.6% | -49.6% |
| 6M | -46.5% | +49.5% | -96.0% | -53.4% |
| YTD | -59.1% | +42.7% | -101.8% | -63.7% |
| 1Y | -25.8% | +35.3% | -61.1% | -33.8% |
| All | -25.8% | +35.0% | -60.8% | -33.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling