+670.2%
TFC vs KMX
+475.4%
+194.8%
-66.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.0% | -1.0% | -0.2% |
| 7D | +2.4% | +1.9% | +0.5% | +2.0% |
| 30D | -1.3% | +11.7% | -13.0% | -3.9% |
| 3M | +6.1% | +34.9% | -28.8% | -1.7% |
| 6M | +7.3% | +50.3% | -42.9% | -3.8% |
| YTD | +8.2% | +63.8% | -55.6% | -5.3% |
| 1Y | +14.4% | +3.8% | +10.6% | +9.4% |
| 3Y | +93.7% | -24.3% | +118.0% | +97.0% |
| 5Y | +16.4% | -50.2% | +66.6% | +26.2% |
| 10Y | +101.6% | +5.4% | +96.2% | +83.6% |
| All | +670.2% | +475.4% | +194.8% | +378.5% |
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