+1,819.2%
TER vs KMX
+389.9%
+1,429.3%
-97.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.3% | -0.6% | +8.9% | +8.5% |
| 7D | +5.9% | -2.3% | +8.2% | +6.9% |
| 30D | -30.8% | +6.3% | -37.1% | -32.3% |
| 3M | -29.9% | -7.4% | -22.6% | -29.0% |
| 6M | -27.5% | +37.9% | -65.4% | -34.9% |
| YTD | +37.5% | +39.5% | -2.0% | +21.7% |
| 1Y | +50.3% | +57.9% | -7.6% | +28.0% |
| 3Y | +204.9% | -15.0% | +219.9% | +200.6% |
| 5Y | +89.2% | -64.1% | +153.3% | +131.3% |
| 10Y | +1,077.0% | -1.6% | +1,078.6% | +937.0% |
| All | +1,819.2% | +389.9% | +1,429.3% | +673.4% |
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