-23.9%
TMF vs KMX
-0.6%
-23.3%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.5% | -1.2% | -1.6% |
| 7D | -0.9% | -1.9% | +1.0% | -0.8% |
| 30D | -1.0% | +2.6% | -3.5% | -1.0% |
| 3M | -11.3% | +25.6% | -36.9% | -11.6% |
| 6M | -22.7% | +41.9% | -64.6% | -23.3% |
| YTD | -17.3% | +56.0% | -73.4% | -17.8% |
| All | -23.9% | -0.6% | -23.3% | -24.1% |
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