+306.7%
TPR vs KMX
+3.6%
+303.1%
-78.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -0.5% | -2.8% | -3.1% |
| 7D | -7.3% | -1.9% | -5.5% | -6.5% |
| 30D | -30.7% | +2.6% | -33.3% | -31.8% |
| 3M | -21.6% | +25.6% | -47.2% | -30.8% |
| 6M | -21.3% | +41.9% | -63.2% | -35.8% |
| YTD | -10.2% | +56.0% | -66.2% | -31.1% |
| 1Y | +9.5% | -1.8% | +11.3% | +2.8% |
| 3Y | +280.8% | -25.7% | +306.5% | +294.0% |
| 5Y | +218.7% | -54.7% | +273.5% | +308.2% |
| 10Y | +306.7% | +9.2% | +297.5% | +222.8% |
| All | +306.7% | +3.6% | +303.1% | +222.8% |
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