+2,478.1%
TER vs KMX
+475.4%
+2,002.8%
-97.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +1.0% | +4.4% | +5.2% |
| 7D | +0.6% | +1.9% | -1.3% | +0.1% |
| 30D | -8.3% | +11.7% | -20.0% | -11.3% |
| 3M | -12.2% | +34.9% | -47.1% | -20.0% |
| 6M | +17.1% | +50.3% | -33.2% | +2.7% |
| YTD | +84.7% | +63.8% | +20.9% | +57.2% |
| 1Y | +199.9% | +3.8% | +196.1% | +184.5% |
| 3Y | +232.8% | -24.3% | +257.0% | +239.9% |
| 5Y | +198.6% | -50.2% | +248.8% | +233.2% |
| 10Y | +1,669.7% | +5.4% | +1,664.4% | +1,433.4% |
| All | +2,478.1% | +475.4% | +2,002.8% | +898.9% |
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 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