+1,239.7%
TNA vs KMX
+642.5%
+597.2%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -0.5% | -3.7% | -3.7% |
| 7D | -3.6% | -1.9% | -1.7% | -1.8% |
| 30D | -10.1% | +2.6% | -12.6% | -12.9% |
| 3M | +2.7% | +25.6% | -22.9% | -22.0% |
| 6M | +38.4% | +41.9% | -3.4% | -11.8% |
| YTD | +45.4% | +56.0% | -10.6% | -18.4% |
| 1Y | +55.9% | -1.8% | +57.7% | +30.9% |
| 3Y | +109.8% | -25.7% | +135.6% | +145.7% |
| 5Y | -22.5% | -54.7% | +32.2% | +51.6% |
| 10Y | +87.5% | +9.2% | +78.4% | +46.1% |
| All | +1,239.7% | +642.5% | +597.2% | -18.6% |
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