+317.8%
TMUS vs KMX
+3.6%
+314.2%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.5% | -1.9% | -2.3% |
| 7D | -5.3% | -1.9% | -3.5% | -5.1% |
| 30D | +0.1% | +2.6% | -2.5% | -0.3% |
| 3M | -0.6% | +25.6% | -26.2% | -4.2% |
| 6M | -17.5% | +41.9% | -59.4% | -22.4% |
| YTD | -11.3% | +56.0% | -67.3% | -18.3% |
| 1Y | -25.4% | -1.8% | -23.6% | -26.6% |
| 3Y | +35.5% | -25.7% | +61.3% | +36.4% |
| 5Y | +41.9% | -54.7% | +96.6% | +54.0% |
| 10Y | +317.8% | +9.2% | +308.7% | +229.2% |
| All | +317.8% | +3.6% | +314.2% | +229.2% |
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