-82.1%
TMF vs KMX
-2.3%
-79.8%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +1.2% | -2.6% | -1.3% |
| 7D | -9.3% | +3.4% | -12.6% | -9.2% |
| 30D | +1.9% | +6.8% | -4.9% | +2.2% |
| 3M | -11.2% | -11.4% | +0.1% | -11.6% |
| 6M | -17.7% | +43.6% | -61.3% | -16.4% |
| YTD | -24.5% | +37.7% | -62.2% | -23.3% |
| 1Y | -29.4% | +53.0% | -82.4% | -28.0% |
| 3Y | -33.4% | -16.3% | -17.1% | -32.8% |
| 5Y | -88.7% | -64.2% | -24.5% | -90.3% |
| All | -82.1% | -2.3% | -79.8% | -79.5% |
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