-46.7%
TOST vs KMX
-56.2%
+9.5%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-08 to 2026-09-08.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -4.3% | +2.4% | +0.2% |
| 7D | -0.9% | -0.7% | -0.2% | -0.6% |
| 30D | -3.5% | +4.1% | -7.6% | -5.4% |
| 3M | +38.1% | +27.5% | +10.6% | +20.7% |
| 6M | +9.9% | +43.6% | -33.7% | -11.4% |
| YTD | -6.3% | +56.8% | -63.0% | -28.9% |
| 1Y | -18.3% | -1.3% | -17.0% | -22.7% |
| 3Y | +59.7% | -25.4% | +85.1% | +67.5% |
| All | -46.7% | -56.2% | +9.5% | -16.5% |
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 2016-09-08 to 2026-09-08: 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…
2016-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling