+21.3%
TFC vs KMX
+35.0%
-13.7%
-20.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +3.3% | -0.3% | +2.5% |
| 7D | +5.1% | +2.1% | +2.9% | +4.8% |
| 30D | +9.8% | +0.5% | +9.3% | +9.6% |
| 3M | -2.4% | -4.1% | +1.7% | -2.1% |
| 6M | +4.9% | +49.5% | -44.6% | -1.4% |
| YTD | +6.6% | +42.7% | -36.1% | +0.9% |
| 1Y | +21.3% | +35.3% | -14.0% | +15.0% |
| All | +21.3% | +35.0% | -13.7% | +15.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling