+324.8%
THC vs KMX
+389.9%
-65.1%
-98.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.6% | +1.5% | +1.1% |
| 7D | +0.2% | -2.3% | +2.5% | +0.8% |
| 30D | +9.0% | +6.3% | +2.7% | +7.3% |
| 3M | +12.9% | -7.4% | +20.3% | +14.5% |
| 6M | +52.8% | +37.9% | +14.9% | +39.9% |
| YTD | +47.4% | +39.5% | +8.0% | +32.7% |
| 1Y | +47.7% | +57.9% | -10.1% | +28.8% |
| 3Y | +444.7% | -15.0% | +459.6% | +429.6% |
| 5Y | +269.3% | -64.1% | +333.4% | +327.4% |
| 10Y | +1,913.5% | -1.6% | +1,915.2% | +1,812.5% |
| All | +324.8% | +389.9% | -65.1% | +203.3% |
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 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