+95.3%
TFC vs KMX
+10.2%
+85.1%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.4% | 0.0% | +0.2% |
| 7D | -2.5% | -3.4% | +0.9% | -1.2% |
| 30D | -2.8% | +4.0% | -6.9% | -4.4% |
| 3M | +2.1% | +24.8% | -22.6% | -7.2% |
| 6M | +10.1% | +43.6% | -33.5% | -6.6% |
| YTD | +5.4% | +56.6% | -51.2% | -14.4% |
| 1Y | +16.3% | +2.2% | +14.1% | +8.8% |
| 3Y | +95.9% | -25.4% | +121.3% | +102.4% |
| 5Y | +16.0% | -55.0% | +71.0% | +40.0% |
| All | +95.3% | +10.2% | +85.1% | +55.8% |
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