-25.0%
TEVA vs KMX
+11.6%
-36.6%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +1.3% | +0.7% | +1.7% |
| 7D | +2.0% | -3.1% | +5.1% | +2.9% |
| 30D | +1.0% | +4.4% | -3.5% | -0.4% |
| 3M | +7.3% | +18.9% | -11.6% | +1.3% |
| 6M | +21.7% | +44.3% | -22.6% | +7.4% |
| YTD | +18.8% | +58.7% | -39.9% | +1.0% |
| 1Y | +86.5% | +0.1% | +86.4% | +78.9% |
| 3Y | +269.4% | -24.4% | +293.8% | +272.5% |
| 5Y | +303.6% | -54.4% | +358.0% | +362.1% |
| All | -25.0% | +11.6% | -36.6% | -38.6% |
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