+8,398.6%
TPR vs KMX
+2,096.5%
+6,302.2%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.1% | +1.1% | -0.2% |
| 7D | +14.2% | -7.4% | +21.6% | +17.4% |
| 30D | +17.1% | -3.4% | +20.5% | +18.2% |
| 3M | -17.7% | -11.3% | -6.4% | -14.5% |
| 6M | -10.2% | +30.6% | -40.7% | -21.2% |
| YTD | +4.9% | +33.2% | -28.3% | -10.7% |
| 1Y | +36.1% | +66.7% | -30.6% | +5.2% |
| 3Y | +416.5% | -22.1% | +438.5% | +420.1% |
| 5Y | +254.8% | -66.7% | +321.5% | +378.5% |
| 10Y | +391.7% | +1.9% | +389.8% | +321.8% |
| All | +8,398.6% | +2,096.5% | +6,302.2% | +3,098.6% |
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