-38.7%
TRMB vs KMX
-54.2%
+15.4%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.5% | -1.9% | -2.2% |
| 7D | -2.9% | -1.9% | -1.0% | -2.4% |
| 30D | -1.8% | +2.6% | -4.3% | -2.6% |
| 3M | +8.4% | +25.6% | -17.2% | +0.3% |
| 6M | -18.5% | +41.9% | -60.4% | -28.2% |
| YTD | -26.7% | +56.0% | -82.8% | -38.1% |
| 1Y | -28.3% | -1.8% | -26.5% | -30.5% |
| 3Y | +12.6% | -25.7% | +38.3% | +17.0% |
| 5Y | -38.7% | -54.7% | +16.0% | -26.4% |
| All | -38.7% | -54.2% | +15.4% | -26.4% |
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