-20.8%
TLT vs KMX
+10.2%
-30.9%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.4% | -1.5% | -1.2% |
| 7D | -1.6% | -3.4% | +1.8% | -1.6% |
| 30D | -1.3% | +4.0% | -5.4% | -1.3% |
| 3M | -3.7% | +24.8% | -28.5% | -3.4% |
| 6M | -6.4% | +43.6% | -50.0% | -5.8% |
| YTD | -4.5% | +56.6% | -61.1% | -3.7% |
| 1Y | -5.9% | +2.2% | -8.1% | -5.7% |
| 3Y | -2.8% | -25.4% | +22.6% | -3.2% |
| 5Y | -35.1% | -55.0% | +19.9% | -37.4% |
| All | -20.8% | +10.2% | -30.9% | -14.0% |
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