-45.7%
TOST vs KMX
-54.2%
+8.6%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.0% | -1.0% | -0.4% |
| 7D | -3.4% | +1.9% | -5.3% | -4.3% |
| 30D | -2.4% | +11.7% | -14.1% | -7.6% |
| 3M | +34.6% | +34.9% | -0.3% | +14.4% |
| 6M | +15.2% | +50.3% | -35.1% | -9.2% |
| YTD | -4.4% | +63.8% | -68.2% | -29.0% |
| 1Y | -17.4% | +3.8% | -21.3% | -23.8% |
| 3Y | +54.5% | -24.3% | +78.7% | +62.0% |
| All | -45.7% | -54.2% | +8.6% | -16.6% |
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