+216.0%
TRU vs KMX
-12.0%
+228.0%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.5% | -0.3% | -0.6% |
| 7D | -6.5% | -1.9% | -4.6% | -5.8% |
| 30D | -2.5% | +2.6% | -5.1% | -3.5% |
| 3M | +10.4% | +25.6% | -15.2% | +0.1% |
| 6M | +1.6% | +41.9% | -40.2% | -13.2% |
| YTD | -9.7% | +56.0% | -65.7% | -26.4% |
| 1Y | -17.3% | -1.8% | -15.5% | -21.1% |
| 3Y | -1.8% | -25.7% | +23.9% | +2.8% |
| 5Y | -36.2% | -54.7% | +18.5% | -23.8% |
| 10Y | +143.2% | +9.2% | +134.1% | +93.2% |
| All | +216.0% | -12.0% | +228.0% | +167.1% |
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