+95.4%
TRMB vs KMX
-2.3%
+97.7%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.2% | -1.6% | -0.7% |
| 7D | +2.8% | +3.4% | -0.6% | +1.6% |
| 30D | -5.9% | +6.8% | -12.7% | -8.5% |
| 3M | -3.3% | -11.4% | +8.1% | -0.2% |
| 6M | +1.3% | +43.6% | -42.2% | -12.6% |
| YTD | -29.0% | +37.7% | -66.7% | -39.2% |
| 1Y | -27.8% | +53.0% | -80.7% | -40.7% |
| 3Y | +36.3% | -16.3% | +52.6% | +32.6% |
| 5Y | -35.8% | -64.2% | +28.4% | -17.1% |
| All | +95.4% | -2.3% | +97.7% | +71.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling