+14,126.3%
TJX vs KMX
+448.1%
+13,678.2%
-60.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.5% | -1.7% | -2.1% |
| 7D | -4.0% | -1.9% | -2.1% | -3.6% |
| 30D | -20.3% | +2.6% | -22.9% | -20.8% |
| 3M | -23.3% | +25.6% | -48.8% | -26.8% |
| 6M | -19.7% | +41.9% | -61.6% | -25.5% |
| YTD | -17.1% | +56.0% | -73.2% | -24.8% |
| 1Y | -8.8% | -1.8% | -7.0% | -11.3% |
| 3Y | +43.4% | -25.7% | +69.1% | +43.5% |
| 5Y | +95.2% | -54.7% | +150.0% | +108.4% |
| 10Y | +288.1% | +9.2% | +278.9% | +249.3% |
| All | +14,126.3% | +448.1% | +13,678.2% | +8,980.5% |
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