+263.4%
THC vs KMX
-64.7%
+328.1%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +5.1% | -3.1% | +0.8% |
| 7D | +7.5% | -4.1% | +11.6% | +8.6% |
| 30D | +9.6% | +2.9% | +6.7% | +8.6% |
| 3M | +10.3% | -7.0% | +17.2% | +11.7% |
| 6M | +51.8% | +34.1% | +17.7% | +38.7% |
| YTD | +45.4% | +40.0% | +5.4% | +28.6% |
| 1Y | +40.8% | +67.2% | -26.4% | +17.6% |
| 3Y | +448.8% | -13.4% | +462.2% | +427.7% |
| 5Y | +263.4% | -65.1% | +328.4% | +396.3% |
| All | +263.4% | -64.7% | +328.1% | +396.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling