+302.0%
TRV vs KMX
+11.6%
+290.4%
-46.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +1.3% | +0.8% | +1.8% |
| 7D | +1.9% | -3.1% | +5.0% | +2.5% |
| 30D | +1.7% | +4.4% | -2.7% | +0.9% |
| 3M | +23.9% | +18.9% | +5.0% | +19.4% |
| 6M | +26.3% | +44.3% | -18.0% | +16.4% |
| YTD | +30.8% | +58.7% | -27.9% | +17.7% |
| 1Y | +36.3% | +0.1% | +36.2% | +32.8% |
| 3Y | +145.0% | -24.4% | +169.4% | +146.7% |
| 5Y | +163.9% | -54.4% | +218.3% | +192.0% |
| All | +302.0% | +11.6% | +290.4% | +240.3% |
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