+2,309.1%
TRV vs KMX
+450.6%
+1,858.5%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -4.3% | +3.3% | -0.4% |
| 7D | +0.5% | -0.7% | +1.2% | +0.6% |
| 30D | -4.9% | +4.1% | -9.0% | -5.5% |
| 3M | +23.7% | +27.5% | -3.8% | +18.8% |
| 6M | +20.3% | +43.6% | -23.3% | +12.8% |
| YTD | +27.1% | +56.8% | -29.7% | +17.1% |
| 1Y | +35.3% | -1.3% | +36.7% | +32.2% |
| 3Y | +139.8% | -25.4% | +165.2% | +140.0% |
| 5Y | +153.9% | -53.9% | +207.8% | +165.2% |
| 10Y | +285.9% | +0.7% | +285.2% | +250.1% |
| All | +2,309.1% | +450.6% | +1,858.5% | +1,524.5% |
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