-53.1%
TEAM vs KMX
-54.2%
+1.1%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.5% | +1.2% | +0.9% |
| 7D | -4.7% | -1.9% | -2.8% | -3.9% |
| 30D | +17.0% | +2.6% | +14.5% | +15.8% |
| 3M | +85.9% | +25.6% | +60.3% | +66.9% |
| 6M | +116.7% | +41.9% | +74.8% | +81.6% |
| YTD | +9.6% | +56.0% | -46.4% | -13.3% |
| 1Y | -2.5% | -1.8% | -0.8% | -6.9% |
| 3Y | -14.0% | -25.7% | +11.8% | -9.7% |
| 5Y | -53.1% | -54.7% | +1.7% | -37.4% |
| All | -53.1% | -54.2% | +1.1% | -37.4% |
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