+2,265.7%
TECK vs KMX
+584.4%
+1,681.3%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -4.3% | +8.5% | +5.8% |
| 7D | +7.8% | -0.7% | +8.5% | +7.9% |
| 30D | +8.3% | +4.1% | +4.2% | +6.5% |
| 3M | +16.1% | +27.5% | -11.4% | +4.8% |
| 6M | +42.9% | +43.6% | -0.7% | +21.6% |
| YTD | +50.8% | +56.8% | -6.0% | +22.9% |
| 1Y | +106.1% | -1.3% | +107.4% | +93.9% |
| 3Y | +84.0% | -25.4% | +109.4% | +85.7% |
| 5Y | +223.5% | -53.9% | +277.4% | +263.8% |
| 10Y | +378.1% | +0.7% | +377.4% | +264.9% |
| All | +2,265.7% | +584.4% | +1,681.3% | +903.6% |
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