+1,676.4%
TER vs KMX
+391.9%
+1,284.5%
-97.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.7% | +5.1% | +7.6% | +11.2% |
| 7D | -5.8% | -4.1% | -1.7% | -4.5% |
| 30D | -38.9% | +2.9% | -41.8% | -39.6% |
| 3M | -35.1% | -7.0% | -28.1% | -34.3% |
| 6M | -31.6% | +34.1% | -65.7% | -38.1% |
| YTD | +27.2% | +40.0% | -12.8% | +12.5% |
| 1Y | +35.2% | +67.2% | -32.0% | +13.2% |
| 3Y | +192.8% | -13.4% | +206.2% | +187.3% |
| 5Y | +72.4% | -65.1% | +137.5% | +112.4% |
| 10Y | +1,001.8% | +6.9% | +995.0% | +848.9% |
| All | +1,676.4% | +391.9% | +1,284.5% | +615.1% |
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