+237.8%
TMUS vs KMX
-2.3%
+240.1%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.2% | -1.8% | -0.8% |
| 7D | +4.9% | +3.4% | +1.5% | +4.4% |
| 30D | +7.7% | +6.8% | +0.9% | +6.7% |
| 3M | -6.8% | -11.4% | +4.6% | -5.4% |
| 6M | -9.7% | +43.6% | -53.2% | -14.8% |
| YTD | -15.0% | +37.7% | -52.7% | -20.3% |
| 1Y | -19.1% | +53.0% | -72.1% | -25.6% |
| 3Y | +21.4% | -16.3% | +37.7% | +18.7% |
| 5Y | +51.2% | -64.2% | +115.4% | +71.7% |
| All | +237.8% | -2.3% | +240.1% | +179.9% |
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