+128.5%
TLT vs KMX
+473.3%
-344.8%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.6% | +0.6% | 0.0% |
| 7D | -1.0% | -2.3% | +1.2% | -1.1% |
| 30D | +3.7% | +6.3% | -2.6% | +4.1% |
| 3M | -0.8% | -7.4% | +6.6% | -1.1% |
| 6M | -3.6% | +37.9% | -41.5% | -1.6% |
| YTD | -3.9% | +39.5% | -43.4% | -1.6% |
| 1Y | -6.2% | +57.9% | -64.1% | -3.2% |
| 3Y | +4.2% | -15.0% | +19.1% | +4.8% |
| 5Y | -34.7% | -64.1% | +29.4% | -37.8% |
| 10Y | -11.8% | -1.6% | -10.2% | -5.7% |
| All | +128.5% | +473.3% | -344.8% | +206.4% |
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