+69.0%
TPG vs KMX
-49.0%
+118.0%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.3% | +0.3% | +1.2% |
| 7D | -9.4% | -3.1% | -6.3% | -8.4% |
| 30D | -5.3% | +4.4% | -9.7% | -6.7% |
| 3M | +12.9% | +18.9% | -6.0% | +5.6% |
| 6M | +20.1% | +44.3% | -24.2% | +2.8% |
| YTD | -22.5% | +58.7% | -81.2% | -36.5% |
| 1Y | -19.7% | +0.1% | -19.8% | -22.7% |
| 3Y | +81.2% | -24.4% | +105.6% | +91.5% |
| All | +69.0% | -49.0% | +118.0% | +88.2% |
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