-53.1%
TE vs KMX
-30.2%
-22.8%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.3% | -0.7% | +0.2% |
| 7D | +0.2% | -3.1% | +3.3% | +1.2% |
| 30D | -5.9% | +4.4% | -10.4% | -7.7% |
| 3M | -45.6% | +18.9% | -64.5% | -50.0% |
| 6M | -43.4% | +44.3% | -87.6% | -52.5% |
| YTD | -31.0% | +58.7% | -89.7% | -44.7% |
| 1Y | +145.2% | +0.1% | +145.1% | +130.4% |
| 3Y | -24.1% | -24.4% | +0.4% | -19.8% |
| 5Y | -48.1% | -54.4% | +6.3% | -42.3% |
| All | -53.1% | -30.2% | -22.8% | -47.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling