+2,452.2%
TRMB vs KMX
+378.0%
+2,074.2%
-87.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.4% | +1.3% | -0.6% |
| 7D | +4.1% | 0.0% | +4.1% | +4.1% |
| 30D | -7.0% | +3.5% | -10.5% | -8.0% |
| 3M | -0.9% | -10.4% | +9.5% | +1.0% |
| 6M | -1.2% | +37.6% | -38.8% | -9.2% |
| YTD | -28.7% | +36.1% | -64.8% | -35.1% |
| 1Y | -32.1% | +52.8% | -84.8% | -39.8% |
| 3Y | +33.4% | -17.0% | +50.4% | +32.0% |
| 5Y | -35.6% | -64.7% | +29.1% | -25.1% |
| 10Y | +103.8% | -4.0% | +107.8% | +88.4% |
| All | +2,452.2% | +378.0% | +2,074.2% | +1,538.4% |
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 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