+411.0%
TSM vs KMX
-25.6%
+436.6%
-36.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -4.3% | +6.7% | +3.2% |
| 7D | +6.0% | -0.7% | +6.7% | +6.1% |
| 30D | +4.5% | +4.1% | +0.4% | +3.6% |
| 3M | +3.1% | +27.5% | -24.4% | -2.1% |
| 6M | +30.2% | +43.6% | -13.4% | +19.8% |
| YTD | +45.2% | +56.8% | -11.5% | +30.7% |
| 1Y | +79.6% | -1.3% | +80.9% | +77.1% |
| 3Y | +411.0% | -25.4% | +436.4% | +411.3% |
| All | +411.0% | -25.6% | +436.6% | +411.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling