+1.1%
TEL vs KMX
+5.0%
-3.9%
-21.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.0% | -1.4% | -0.5% |
| 7D | +3.0% | +1.9% | +1.1% | +2.7% |
| 30D | -3.9% | +11.7% | -15.6% | -5.5% |
| 3M | -5.1% | +34.9% | -40.0% | -9.5% |
| 6M | +0.6% | +50.3% | -49.7% | -6.2% |
| YTD | -7.3% | +63.8% | -71.1% | -14.4% |
| 1Y | +1.1% | +3.8% | -2.7% | -4.3% |
| All | +1.1% | +5.0% | -3.9% | -4.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling