-23.0%
TNA vs KMX
-54.8%
+31.8%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.3% | -0.2% | 0.0% |
| 7D | -7.3% | -3.1% | -4.2% | -4.9% |
| 30D | -14.2% | +4.4% | -18.6% | -17.6% |
| 3M | -4.6% | +18.9% | -23.5% | -19.6% |
| 6M | +36.9% | +44.3% | -7.4% | -5.9% |
| YTD | +42.5% | +58.7% | -16.1% | -11.8% |
| 1Y | +45.8% | +0.1% | +45.7% | +30.2% |
| 3Y | +104.7% | -24.4% | +129.1% | +149.9% |
| All | -23.0% | -54.8% | +31.8% | +48.9% |
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 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