+105.2%
TQQQ vs KMX
-54.8%
+160.0%
-81.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +1.3% | +1.2% | +1.7% |
| 7D | -1.9% | -3.1% | +1.2% | +0.1% |
| 30D | -4.9% | +4.4% | -9.3% | -7.9% |
| 3M | -6.4% | +18.9% | -25.3% | -18.1% |
| 6M | +44.4% | +44.3% | +0.1% | +7.2% |
| YTD | +35.2% | +58.7% | -23.5% | -8.2% |
| 1Y | +49.5% | +0.1% | +49.4% | +36.3% |
| 3Y | +250.7% | -24.4% | +275.1% | +283.3% |
| All | +105.2% | -54.8% | +160.0% | +253.9% |
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