+66.2%
TSM vs KMX
-0.2%
+66.4%
-21.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.4% | -2.1% | -1.7% |
| 7D | +2.6% | -3.4% | +6.0% | +3.1% |
| 30D | +1.4% | +4.0% | -2.6% | +0.8% |
| 3M | +5.0% | +24.8% | -19.8% | +1.6% |
| 6M | +24.0% | +43.6% | -19.7% | +16.7% |
| YTD | +41.6% | +56.6% | -15.0% | +32.1% |
| 1Y | +66.2% | +2.2% | +63.9% | +65.3% |
| All | +66.2% | -0.2% | +66.4% | +65.3% |
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 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