+148.6%
TE vs KMX
+5.0%
+143.7%
-69.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.0% | +0.3% | +1.1% |
| 7D | -4.0% | +1.9% | -5.9% | -4.3% |
| 30D | -15.9% | +11.7% | -27.6% | -17.8% |
| 3M | -60.5% | +34.9% | -95.4% | -63.4% |
| 6M | -35.2% | +50.3% | -85.5% | -41.9% |
| YTD | -31.1% | +63.8% | -94.9% | -39.7% |
| 1Y | +148.6% | +3.8% | +144.8% | +127.2% |
| All | +148.6% | +5.0% | +143.7% | +127.2% |
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