+2,958.8%
TGT vs KMX
+450.6%
+2,508.2%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -4.3% | +3.2% | -0.2% |
| 7D | -0.6% | -0.7% | +0.1% | -0.5% |
| 30D | +9.5% | +4.1% | +5.4% | +8.6% |
| 3M | +32.3% | +27.5% | +4.7% | +25.3% |
| 6M | +37.0% | +43.6% | -6.5% | +25.6% |
| YTD | +71.0% | +56.8% | +14.3% | +53.4% |
| 1Y | +85.0% | -1.3% | +86.3% | +80.2% |
| 3Y | +46.8% | -25.4% | +72.2% | +49.4% |
| 5Y | -22.7% | -53.9% | +31.2% | -15.4% |
| 10Y | +216.3% | +0.7% | +215.6% | +185.7% |
| All | +2,958.8% | +450.6% | +2,508.2% | +1,824.2% |
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