+10.6%
TMO vs KMX
-54.8%
+65.4%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.3% | -0.2% | +0.8% |
| 7D | -0.6% | -3.1% | +2.5% | 0.0% |
| 30D | +1.1% | +4.4% | -3.3% | +0.2% |
| 3M | +28.3% | +18.9% | +9.4% | +23.4% |
| 6M | +23.3% | +44.3% | -21.0% | +12.9% |
| YTD | +5.5% | +58.7% | -53.2% | -5.7% |
| 1Y | +24.5% | +0.1% | +24.4% | +21.5% |
| 3Y | +19.6% | -24.4% | +44.0% | +21.3% |
| All | +10.6% | -54.8% | +65.4% | +15.7% |
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