-34.7%
TLT vs KMX
-64.5%
+29.8%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.6% | +0.6% | +0.1% |
| 7D | -1.0% | -2.3% | +1.2% | -0.9% |
| 30D | +3.7% | +6.3% | -2.6% | +3.4% |
| 3M | -0.8% | -7.4% | +6.6% | -0.5% |
| 6M | -3.6% | +37.9% | -41.5% | -5.0% |
| YTD | -3.9% | +39.5% | -43.4% | -5.7% |
| 1Y | -6.2% | +57.9% | -64.1% | -8.4% |
| 3Y | +4.2% | -15.0% | +19.1% | +4.0% |
| 5Y | -34.7% | -64.1% | +29.4% | -37.6% |
| All | -34.7% | -64.5% | +29.8% | -37.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling