+65.1%
TNA vs KMX
+5.0%
+60.1%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.0% | -0.3% | +0.3% |
| 7D | -0.1% | +1.9% | -2.0% | -0.8% |
| 30D | -4.9% | +11.7% | -16.6% | -9.1% |
| 3M | +0.4% | +34.9% | -34.5% | -11.5% |
| 6M | +32.5% | +50.3% | -17.7% | +9.3% |
| YTD | +53.7% | +63.8% | -10.1% | +22.9% |
| 1Y | +65.1% | +3.8% | +61.3% | +47.9% |
| All | +65.1% | +5.0% | +60.1% | +47.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling