-81.8%
TMF vs KMX
+13.6%
-95.4%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +5.1% | -5.0% | +0.2% |
| 7D | +0.6% | -4.1% | +4.7% | +0.5% |
| 30D | +16.3% | +2.9% | +13.5% | +16.4% |
| 3M | -2.7% | -7.0% | +4.3% | -2.9% |
| 6M | -13.2% | +34.1% | -47.3% | -12.1% |
| YTD | -16.7% | +40.0% | -56.7% | -15.3% |
| 1Y | -22.7% | +67.2% | -89.9% | -20.7% |
| 3Y | -26.1% | -13.4% | -12.7% | -25.2% |
| 5Y | -88.4% | -65.1% | -23.4% | -90.2% |
| 10Y | -81.8% | +6.9% | -88.7% | -77.2% |
| All | -81.8% | +13.6% | -95.4% | -77.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling