-17.0%
TEAM vs KMX
-26.3%
+9.4%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.5% | +1.2% | +0.9% |
| 7D | -4.7% | -1.9% | -2.8% | -4.2% |
| 30D | +17.0% | +2.6% | +14.5% | +16.3% |
| 3M | +85.9% | +25.6% | +60.3% | +74.4% |
| 6M | +116.7% | +41.9% | +74.8% | +95.2% |
| YTD | +9.6% | +56.0% | -46.4% | -5.0% |
| 1Y | -2.5% | -1.8% | -0.8% | -2.9% |
| All | -17.0% | -26.3% | +9.4% | -13.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling