+41.7%
TGT vs KMX
-26.1%
+67.8%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.4% | -1.5% | -1.2% |
| 7D | -5.0% | -3.4% | -1.7% | -4.2% |
| 30D | +3.0% | +4.0% | -1.0% | +1.9% |
| 3M | +22.6% | +24.8% | -2.2% | +15.1% |
| 6M | +31.2% | +43.6% | -12.4% | +16.9% |
| YTD | +63.7% | +56.6% | +7.1% | +41.1% |
| 1Y | +78.5% | +2.2% | +76.2% | +73.3% |
| All | +41.7% | -26.1% | +67.8% | +46.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling