+250.7%
TQQQ vs KMX
-25.1%
+275.8%
-58.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +1.3% | +1.2% | +1.9% |
| 7D | -1.9% | -3.1% | +1.2% | -0.5% |
| 30D | -4.9% | +4.4% | -9.3% | -6.9% |
| 3M | -6.4% | +18.9% | -25.3% | -14.5% |
| 6M | +44.4% | +44.3% | +0.1% | +17.7% |
| YTD | +35.2% | +58.7% | -23.5% | +3.8% |
| 1Y | +49.5% | +0.1% | +49.4% | +44.6% |
| 3Y | +250.7% | -24.4% | +275.1% | +269.4% |
| All | +250.7% | -25.1% | +275.8% | +269.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling