+1,895.7%
TER vs KMX
+3.6%
+1,892.1%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -0.5% | +3.6% | +3.3% |
| 7D | +12.4% | -1.9% | +14.2% | +13.0% |
| 30D | +5.1% | +2.6% | +2.6% | +3.8% |
| 3M | +4.0% | +25.6% | -21.6% | -5.3% |
| 6M | +29.5% | +41.9% | -12.3% | +11.5% |
| YTD | +98.5% | +56.0% | +42.4% | +63.5% |
| 1Y | +234.1% | -1.8% | +235.9% | +219.1% |
| 3Y | +289.0% | -25.7% | +314.8% | +303.7% |
| 5Y | +228.2% | -54.7% | +282.9% | +296.6% |
| 10Y | +1,895.7% | +9.2% | +1,886.5% | +1,541.9% |
| All | +1,895.7% | +3.6% | +1,892.1% | +1,541.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling