+356.2%
TPR vs KMX
-2.3%
+358.5%
-78.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.2% | -1.4% | -0.7% |
| 7D | -0.3% | +3.4% | -3.7% | -1.9% |
| 30D | +15.1% | +6.8% | +8.3% | +11.2% |
| 3M | +3.5% | -11.4% | +14.9% | +8.4% |
| 6M | +0.4% | +43.6% | -43.1% | -18.1% |
| YTD | +4.6% | +37.7% | -33.1% | -15.8% |
| 1Y | +33.1% | +53.0% | -19.9% | +0.9% |
| 3Y | +396.0% | -16.3% | +412.3% | +378.4% |
| 5Y | +230.3% | -64.2% | +294.5% | +383.2% |
| All | +356.2% | -2.3% | +358.5% | +280.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling