+2,174.7%
TRGP vs KMX
+81.3%
+2,093.3%
-95.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.0% | -2.2% | -1.6% |
| 7D | +0.8% | +1.9% | -1.1% | 0.0% |
| 30D | +11.5% | +11.7% | -0.2% | +6.8% |
| 3M | +9.0% | +34.9% | -25.9% | -3.9% |
| 6M | +20.5% | +50.3% | -29.8% | +0.2% |
| YTD | +59.5% | +63.8% | -4.3% | +26.8% |
| 1Y | +77.9% | +3.8% | +74.1% | +63.6% |
| 3Y | +253.6% | -24.3% | +277.9% | +251.1% |
| 5Y | +615.5% | -50.2% | +665.7% | +692.5% |
| 10Y | +897.1% | +5.4% | +891.7% | +668.4% |
| All | +2,174.7% | +81.3% | +2,093.3% | +1,268.0% |
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