+203.6%
TGT vs KMX
+11.6%
+192.0%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.3% | -1.3% | -0.3% |
| 7D | -5.2% | -3.1% | -2.1% | -4.4% |
| 30D | +1.2% | +4.4% | -3.3% | -0.1% |
| 3M | +18.4% | +18.9% | -0.5% | +12.1% |
| 6M | +33.4% | +44.3% | -10.8% | +18.2% |
| YTD | +63.8% | +58.7% | +5.1% | +40.3% |
| 1Y | +77.2% | +0.1% | +77.0% | +70.5% |
| 3Y | +41.8% | -24.4% | +66.2% | +45.0% |
| 5Y | -25.5% | -54.4% | +28.9% | -16.1% |
| All | +203.6% | +11.6% | +192.0% | +153.5% |
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 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