+131.2%
TLT vs KMX
+573.3%
-442.1%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.0% | -0.9% | +0.2% |
| 7D | -0.4% | +1.9% | -2.3% | -0.3% |
| 30D | -0.6% | +11.7% | -12.3% | +0.1% |
| 3M | -2.7% | +34.9% | -37.6% | -1.0% |
| 6M | -5.6% | +50.3% | -55.9% | -3.2% |
| YTD | -2.8% | +63.8% | -66.6% | +0.4% |
| 1Y | -1.4% | +3.8% | -5.3% | -0.5% |
| 3Y | -1.6% | -24.3% | +22.7% | -2.0% |
| 5Y | -33.8% | -50.2% | +16.4% | -35.5% |
| 10Y | -21.1% | +5.4% | -26.5% | -15.5% |
| All | +131.2% | +573.3% | -442.1% | +212.6% |
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 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