+283.6%
TJX vs KMX
+11.6%
+272.0%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.3% | -1.6% | -0.7% |
| 7D | -4.6% | -3.1% | -1.5% | -3.8% |
| 30D | -17.2% | +4.4% | -21.6% | -18.2% |
| 3M | -24.9% | +18.9% | -43.8% | -28.9% |
| 6M | -19.7% | +44.3% | -63.9% | -28.6% |
| YTD | -17.2% | +58.7% | -75.9% | -29.0% |
| 1Y | -9.4% | +0.1% | -9.5% | -13.1% |
| 3Y | +43.1% | -24.4% | +67.5% | +43.3% |
| 5Y | +96.7% | -54.4% | +151.1% | +126.3% |
| All | +283.6% | +11.6% | +272.0% | +205.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling