+72.5%
TECK vs KMX
-26.3%
+98.8%
-46.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.5% | -1.8% | -2.2% |
| 7D | +4.9% | -1.9% | +6.7% | +5.2% |
| 30D | +5.2% | +2.6% | +2.6% | +4.5% |
| 3M | +13.8% | +25.6% | -11.8% | +7.6% |
| 6M | +38.5% | +41.9% | -3.4% | +25.8% |
| YTD | +47.3% | +56.0% | -8.7% | +30.1% |
| 1Y | +81.0% | -1.8% | +82.8% | +78.8% |
| All | +72.5% | -26.3% | +98.8% | +73.4% |
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 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