-10.4%
TSCO vs KMX
-54.8%
+44.4%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +1.3% | -2.8% | -1.8% |
| 7D | -5.7% | -3.1% | -2.5% | -5.0% |
| 30D | -8.8% | +4.4% | -13.2% | -9.8% |
| 3M | +6.3% | +18.9% | -12.6% | +1.4% |
| 6M | -32.3% | +44.3% | -76.5% | -38.8% |
| YTD | -32.7% | +58.7% | -91.4% | -40.9% |
| 1Y | -43.7% | +0.1% | -43.8% | -45.3% |
| 3Y | -19.7% | -24.4% | +4.8% | -18.6% |
| All | -10.4% | -54.8% | +44.4% | +0.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling