+240.4%
TPR vs KMX
-50.1%
+290.5%
-41.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.0% | -1.0% | -0.4% |
| 7D | -2.3% | +1.9% | -4.2% | -3.0% |
| 30D | -23.0% | +11.7% | -34.7% | -26.2% |
| 3M | -12.5% | +34.9% | -47.4% | -22.4% |
| 6M | -21.4% | +50.3% | -71.7% | -34.1% |
| YTD | -3.5% | +63.8% | -67.3% | -22.7% |
| 1Y | +17.4% | +3.8% | +13.5% | +10.5% |
| 3Y | +291.3% | -24.3% | +315.5% | +307.3% |
| All | +240.4% | -50.1% | +290.5% | +308.3% |
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