-48.5%
TE vs KMX
-31.1%
-17.4%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.0% | -4.3% | +14.3% | +11.6% |
| 7D | +18.2% | -0.7% | +18.9% | +18.3% |
| 30D | -13.5% | +4.1% | -17.6% | -15.2% |
| 3M | -44.6% | +27.5% | -72.1% | -50.5% |
| 6M | -24.7% | +43.6% | -68.3% | -36.7% |
| YTD | -24.3% | +56.8% | -81.0% | -39.0% |
| 1Y | +155.6% | -1.3% | +156.9% | +141.5% |
| 3Y | -18.3% | -25.4% | +7.1% | -13.2% |
| 5Y | -41.3% | -53.9% | +12.6% | -34.5% |
| All | -48.5% | -31.1% | -17.4% | -42.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling