+11.4%
TENB vs KMX
-19.8%
+31.2%
-74.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -4.3% | +2.7% | -0.4% |
| 7D | -5.0% | -0.7% | -4.3% | -4.8% |
| 30D | -7.4% | +4.1% | -11.5% | -8.6% |
| 3M | +22.3% | +27.5% | -5.2% | +12.5% |
| 6M | +60.2% | +43.6% | +16.6% | +40.3% |
| YTD | +43.2% | +56.8% | -13.5% | +21.2% |
| 1Y | +8.2% | -1.3% | +9.5% | +3.9% |
| 3Y | -23.8% | -25.4% | +1.6% | -22.6% |
| 5Y | -26.9% | -53.9% | +27.0% | -16.1% |
| All | +11.4% | -19.8% | +31.2% | -9.7% |
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 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