+298.8%
TMUS vs KMX
+116.7%
+182.1%
-86.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.6% | +2.4% | +2.0% |
| 7D | +8.2% | -2.3% | +10.4% | +8.7% |
| 30D | +13.4% | +6.3% | +7.0% | +11.6% |
| 3M | -3.0% | -7.4% | +4.3% | -1.6% |
| 6M | -8.8% | +37.9% | -46.7% | -16.7% |
| YTD | -13.8% | +39.5% | -53.3% | -23.0% |
| 1Y | -17.1% | +57.9% | -74.9% | -28.5% |
| 3Y | +22.7% | -15.0% | +37.6% | +16.8% |
| 5Y | +52.8% | -64.1% | +116.9% | +76.8% |
| 10Y | +244.6% | -1.6% | +246.3% | +163.8% |
| All | +298.8% | +116.7% | +182.1% | +91.0% |
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