+75.7%
TFC vs KMX
-2.3%
+78.0%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +1.2% | 0.0% | +0.8% |
| 7D | +2.3% | +3.4% | -1.1% | +1.0% |
| 30D | +10.8% | +6.8% | +4.0% | +7.8% |
| 3M | -3.8% | -11.4% | +7.6% | -0.1% |
| 6M | +9.6% | +43.6% | -34.0% | -6.7% |
| YTD | +5.8% | +37.7% | -32.0% | -10.4% |
| 1Y | +16.2% | +53.0% | -36.8% | -5.9% |
| 3Y | +96.0% | -16.3% | +112.3% | +91.5% |
| 5Y | +1.7% | -64.2% | +65.9% | +35.9% |
| All | +75.7% | -2.3% | +78.0% | +50.4% |
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