+2,050.3%
TMO vs KMX
+450.2%
+1,600.1%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.4% | -0.8% | -0.5% |
| 7D | -2.5% | -3.4% | +0.9% | -1.9% |
| 30D | -0.3% | +4.0% | -4.3% | -1.0% |
| 3M | +25.3% | +24.8% | +0.5% | +20.3% |
| 6M | +20.9% | +43.6% | -22.8% | +12.8% |
| YTD | +4.3% | +56.6% | -52.3% | -4.3% |
| 1Y | +27.0% | +2.2% | +24.8% | +23.7% |
| 3Y | +17.5% | -25.4% | +43.0% | +18.7% |
| 5Y | +6.9% | -55.0% | +62.0% | +14.0% |
| 10Y | +332.0% | +9.6% | +322.4% | +283.5% |
| All | +2,050.3% | +450.2% | +1,600.1% | +1,225.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling