-84.3%
TE vs KMX
-64.6%
-19.8%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +1.2% | -4.3% | -3.7% |
| 7D | -19.1% | +3.4% | -22.4% | -20.6% |
| 30D | -34.1% | +6.8% | -41.0% | -36.7% |
| 3M | -60.1% | -11.4% | -48.8% | -58.0% |
| 6M | -66.0% | +43.6% | -109.5% | -73.4% |
| YTD | -71.4% | +37.7% | -109.1% | -77.8% |
| 1Y | -45.3% | +53.0% | -98.2% | -60.7% |
| 3Y | +9.1% | -16.3% | +25.5% | +11.1% |
| All | -84.3% | -64.6% | -19.8% | -72.0% |
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