-88.0%
TMF vs KMX
-66.8%
-21.2%
-90.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.1% | +2.0% | +0.1% |
| 7D | +1.2% | -7.4% | +8.6% | +2.1% |
| 30D | +19.7% | -3.4% | +23.1% | +20.2% |
| 3M | -2.1% | -11.3% | +9.2% | -0.8% |
| 6M | -13.4% | +30.6% | -44.0% | -16.5% |
| YTD | -16.7% | +33.2% | -50.0% | -20.6% |
| 1Y | -23.3% | +66.7% | -90.1% | -29.1% |
| 3Y | -24.8% | -22.1% | -2.8% | -24.0% |
| All | -88.0% | -66.8% | -21.2% | -89.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling