+277.2%
TER vs KMX
-25.6%
+302.8%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -4.3% | +8.5% | +5.5% |
| 7D | +11.0% | -0.7% | +11.7% | +11.1% |
| 30D | -1.9% | +4.1% | -6.0% | -3.3% |
| 3M | -0.7% | +27.5% | -28.2% | -8.4% |
| 6M | +36.4% | +43.6% | -7.2% | +20.1% |
| YTD | +92.4% | +56.8% | +35.7% | +64.3% |
| 1Y | +213.5% | -1.3% | +214.8% | +207.3% |
| 3Y | +277.2% | -25.4% | +302.6% | +274.7% |
| All | +277.2% | -25.6% | +302.8% | +274.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling