+36.0%
TSM vs KMX
+35.0%
+1.0%
-21.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +3.3% | -5.5% | -2.5% |
| 7D | -10.0% | +2.1% | -12.1% | -10.2% |
| 30D | -18.5% | +0.5% | -19.0% | -18.6% |
| 3M | -4.9% | -4.1% | -0.8% | -4.7% |
| 6M | -1.0% | +49.5% | -50.5% | -5.8% |
| YTD | +31.3% | +42.7% | -11.4% | +24.6% |
| 1Y | +36.0% | +35.3% | +0.7% | +29.1% |
| All | +36.0% | +35.0% | +1.0% | +29.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling