+76.5%
TNA vs KMX
+11.6%
+64.9%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.3% | -0.2% | -0.2% |
| 7D | -7.3% | -3.1% | -4.2% | -4.5% |
| 30D | -14.2% | +4.4% | -18.6% | -18.1% |
| 3M | -4.6% | +18.9% | -23.5% | -21.8% |
| 6M | +36.9% | +44.3% | -7.4% | -11.0% |
| YTD | +42.5% | +58.7% | -16.1% | -17.7% |
| 1Y | +45.8% | +0.1% | +45.7% | +24.2% |
| 3Y | +104.7% | -24.4% | +129.1% | +142.0% |
| 5Y | -21.7% | -54.4% | +32.7% | +56.2% |
| All | +76.5% | +11.6% | +64.9% | +61.5% |
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