+505.0%
TRI vs KMX
+406.4%
+98.6%
-62.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.4% | -1.7% | -1.4% |
| 7D | -14.4% | -3.4% | -11.0% | -13.7% |
| 30D | -8.1% | +4.0% | -12.1% | -8.8% |
| 3M | +17.5% | +24.8% | -7.2% | +11.8% |
| 6M | -5.0% | +43.6% | -48.6% | -12.8% |
| YTD | -24.7% | +56.6% | -81.3% | -32.5% |
| 1Y | -41.5% | +2.2% | -43.7% | -43.5% |
| 3Y | -20.3% | -25.4% | +5.1% | -20.3% |
| 5Y | -10.9% | -55.0% | +44.1% | -4.4% |
| 10Y | +190.6% | +9.6% | +181.0% | +138.7% |
| All | +505.0% | +406.4% | +98.6% | +174.3% |
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