+8,579.1%
TPR vs KMX
+2,212.1%
+6,367.0%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.1% | -0.5% | -0.4% |
| 7D | +12.1% | +1.5% | +10.5% | +11.2% |
| 30D | +16.7% | +3.0% | +13.7% | +14.9% |
| 3M | -17.4% | -7.8% | -9.6% | -15.5% |
| 6M | +2.3% | +34.3% | -32.1% | -11.3% |
| YTD | +7.1% | +40.2% | -33.1% | -10.7% |
| 1Y | +29.5% | +63.0% | -33.5% | +1.0% |
| 3Y | +415.0% | -14.5% | +429.5% | +400.0% |
| 5Y | +261.5% | -64.3% | +325.8% | +374.2% |
| 10Y | +383.3% | +2.8% | +380.5% | +313.0% |
| All | +8,579.1% | +2,212.1% | +6,367.0% | +3,100.3% |
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 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