-24.3%
TMF vs KMX
+35.0%
-59.2%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +3.3% | -0.8% | +2.3% |
| 7D | +4.0% | +2.1% | +1.8% | +3.9% |
| 30D | +19.5% | +0.5% | +18.9% | +19.2% |
| 3M | -3.5% | -4.1% | +0.6% | -3.5% |
| 6M | -10.6% | +49.5% | -60.1% | -10.5% |
| YTD | -17.1% | +42.7% | -59.8% | -17.2% |
| 1Y | -24.3% | +35.3% | -59.6% | -24.4% |
| All | -24.3% | +35.0% | -59.2% | -24.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling