+188.6%
TECK vs KMX
-54.8%
+243.3%
-46.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.3% | -0.5% | +0.6% |
| 7D | -3.8% | -3.1% | -0.7% | -3.3% |
| 30D | +0.7% | +4.4% | -3.7% | -0.2% |
| 3M | +4.6% | +18.9% | -14.3% | +0.5% |
| 6M | +25.1% | +44.3% | -19.2% | +14.4% |
| YTD | +39.2% | +58.7% | -19.5% | +24.1% |
| 1Y | +60.3% | +0.1% | +60.2% | +56.1% |
| 3Y | +62.9% | -24.4% | +87.3% | +66.4% |
| All | +188.6% | -54.8% | +243.3% | +199.9% |
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 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