+1,643.1%
TSM vs KMX
-2.3%
+1,645.4%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +1.2% | -2.9% | -2.0% |
| 7D | +6.2% | +3.4% | +2.8% | +5.3% |
| 30D | -7.3% | +6.8% | -14.1% | -9.1% |
| 3M | -7.1% | -11.4% | +4.2% | -4.9% |
| 6M | +0.2% | +43.6% | -43.3% | -9.7% |
| YTD | +32.2% | +37.7% | -5.5% | +18.7% |
| 1Y | +42.8% | +53.0% | -10.2% | +24.3% |
| 3Y | +330.4% | -16.3% | +346.7% | +322.1% |
| 5Y | +263.9% | -64.2% | +328.2% | +333.5% |
| All | +1,643.1% | -2.3% | +1,645.4% | +1,432.4% |
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