+126.1%
TLT vs KMX
+459.4%
-333.3%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -2.4% | +0.9% | -1.6% |
| 7D | -2.7% | 0.0% | -2.7% | -2.7% |
| 30D | +2.2% | +3.5% | -1.3% | +2.4% |
| 3M | -1.7% | -10.4% | +8.7% | -2.2% |
| 6M | -4.0% | +37.6% | -41.6% | -2.0% |
| YTD | -4.9% | +36.1% | -41.0% | -2.8% |
| 1Y | -7.4% | +52.8% | -60.1% | -4.6% |
| 3Y | +3.0% | -17.0% | +20.1% | +3.6% |
| 5Y | -35.1% | -64.7% | +29.6% | -38.2% |
| 10Y | -12.7% | -4.0% | -8.7% | -6.8% |
| All | +126.1% | +459.4% | -333.3% | +202.8% |
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 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