+284.3%
THC vs KMX
+475.4%
-191.0%
-98.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.0% | -0.4% | +0.4% |
| 7D | -0.7% | +1.9% | -2.6% | -1.1% |
| 30D | +1.3% | +11.7% | -10.4% | -1.4% |
| 3M | +64.2% | +34.9% | +29.4% | +52.1% |
| 6M | +8.3% | +50.3% | -42.0% | -3.1% |
| YTD | +33.4% | +63.8% | -30.4% | +16.1% |
| 1Y | +37.7% | +3.8% | +33.8% | +30.9% |
| 3Y | +236.8% | -24.3% | +261.1% | +236.9% |
| 5Y | +249.3% | -50.2% | +299.5% | +275.4% |
| 10Y | +995.2% | +5.4% | +989.9% | +918.8% |
| All | +284.3% | +475.4% | -191.0% | +165.3% |
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