+320.5%
TMUS vs KMX
+154.5%
+166.0%
-86.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +1.0% | -4.5% | -3.7% |
| 7D | +0.1% | +1.9% | -1.8% | -0.4% |
| 30D | +5.3% | +11.7% | -6.4% | +2.4% |
| 3M | +3.1% | +34.9% | -31.8% | -4.7% |
| 6M | -16.5% | +50.3% | -66.7% | -25.6% |
| YTD | -9.2% | +63.8% | -73.0% | -21.6% |
| 1Y | -26.5% | +3.8% | -30.3% | -30.2% |
| 3Y | +39.0% | -24.3% | +63.3% | +37.5% |
| 5Y | +40.4% | -50.2% | +90.6% | +48.0% |
| 10Y | +303.7% | +5.4% | +298.3% | +206.9% |
| All | +320.5% | +154.5% | +166.0% | +94.3% |
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