+2,443.5%
TRMB vs KMX
+383.8%
+2,059.7%
-87.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.2% | -1.6% | -0.6% |
| 7D | +2.8% | +3.4% | -0.6% | +2.0% |
| 30D | -5.9% | +6.8% | -12.7% | -7.6% |
| 3M | -3.3% | -11.4% | +8.1% | -1.2% |
| 6M | +1.3% | +43.6% | -42.2% | -7.7% |
| YTD | -29.0% | +37.7% | -66.7% | -35.5% |
| 1Y | -27.8% | +53.0% | -80.7% | -36.0% |
| 3Y | +36.3% | -16.3% | +52.6% | +34.6% |
| 5Y | -35.8% | -64.2% | +28.4% | -25.6% |
| 10Y | +103.1% | -2.8% | +105.9% | +87.3% |
| All | +2,443.5% | +383.8% | +2,059.7% | +1,528.4% |
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