-37.6%
TENB vs KMX
-54.8%
+17.2%
-74.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | +1.3% | -7.3% | -6.3% |
| 7D | -12.1% | -3.1% | -9.0% | -11.4% |
| 30D | -18.6% | +4.4% | -23.1% | -19.6% |
| 3M | +12.1% | +18.9% | -6.8% | +6.3% |
| 6M | +46.8% | +44.3% | +2.5% | +30.7% |
| YTD | +28.0% | +58.7% | -30.7% | +10.2% |
| 1Y | -1.4% | +0.1% | -1.5% | -4.5% |
| 3Y | -33.9% | -24.4% | -9.5% | -32.3% |
| All | -37.6% | -54.8% | +17.2% | -26.7% |
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