-9.8%
TRI vs KMX
-54.8%
+45.0%
-62.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.3% | +0.4% | +1.6% |
| 7D | -7.9% | -3.1% | -4.8% | -7.5% |
| 30D | -4.5% | +4.4% | -9.0% | -5.0% |
| 3M | +22.1% | +18.9% | +3.2% | +19.5% |
| 6M | -2.8% | +44.3% | -47.1% | -7.5% |
| YTD | -23.4% | +58.7% | -82.1% | -28.1% |
| 1Y | -41.5% | +0.1% | -41.6% | -42.4% |
| 3Y | -19.2% | -24.4% | +5.2% | -18.8% |
| All | -9.8% | -54.8% | +45.0% | -4.7% |
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