+43.0%
TMUS vs KMX
-52.4%
+95.4%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -4.3% | +4.4% | +0.4% |
| 7D | -0.3% | -0.7% | +0.4% | -0.2% |
| 30D | +3.1% | +4.1% | -1.0% | +2.8% |
| 3M | +2.4% | +27.5% | -25.1% | +0.4% |
| 6M | -17.1% | +43.6% | -60.6% | -19.7% |
| YTD | -9.1% | +56.8% | -65.8% | -13.0% |
| 1Y | -23.6% | -1.3% | -22.3% | -23.9% |
| 3Y | +38.8% | -25.4% | +64.2% | +40.7% |
| 5Y | +43.0% | -53.9% | +96.9% | +53.4% |
| All | +43.0% | -52.4% | +95.4% | +53.4% |
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