-86.5%
TMF vs KMX
+0.4%
-87.0%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -4.3% | +4.2% | -0.3% |
| 7D | +1.0% | -0.7% | +1.7% | +1.0% |
| 30D | -1.8% | +4.1% | -6.0% | -1.7% |
| 3M | -8.2% | +27.5% | -35.8% | -7.3% |
| 6M | -19.5% | +43.6% | -63.1% | -18.2% |
| YTD | -16.0% | +56.8% | -72.7% | -14.2% |
| 1Y | -22.5% | -1.3% | -21.2% | -22.3% |
| 3Y | -42.3% | -25.4% | -16.9% | -43.2% |
| 5Y | -87.7% | -53.9% | -33.8% | -89.0% |
| 10Y | -86.5% | +0.7% | -87.2% | -83.0% |
| All | -86.5% | +0.4% | -87.0% | -83.0% |
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