+145.7%
TRU vs KMX
+11.6%
+134.0%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.3% | -0.3% | +0.5% |
| 7D | -2.7% | -3.1% | +0.4% | -1.6% |
| 30D | -2.0% | +4.4% | -6.5% | -3.7% |
| 3M | +18.4% | +18.9% | -0.5% | +9.9% |
| 6M | +8.9% | +44.3% | -35.4% | -7.7% |
| YTD | -8.9% | +58.7% | -67.6% | -26.3% |
| 1Y | -15.9% | +0.1% | -16.0% | -20.3% |
| 3Y | -1.1% | -24.4% | +23.3% | +3.0% |
| 5Y | -35.2% | -54.4% | +19.2% | -22.6% |
| All | +145.7% | +11.6% | +134.0% | +112.3% |
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 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