-48.5%
TE vs KMX
-54.8%
+6.3%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | +0.4% | -7.1% | -6.9% |
| 7D | +0.9% | -3.4% | +4.3% | +2.4% |
| 30D | -16.3% | +4.0% | -20.3% | -18.4% |
| 3M | -40.8% | +24.8% | -65.5% | -48.7% |
| 6M | -42.6% | +43.6% | -86.2% | -55.2% |
| YTD | -31.4% | +56.6% | -88.1% | -49.8% |
| 1Y | +144.9% | +2.2% | +142.7% | +121.1% |
| 3Y | -26.0% | -25.4% | -0.6% | -19.1% |
| 5Y | -48.5% | -55.0% | +6.5% | -27.3% |
| All | -48.5% | -54.8% | +6.3% | -27.3% |
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