+285.0%
TSM vs KMX
-54.2%
+339.1%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.5% | -0.4% | -0.7% |
| 7D | +4.8% | -1.9% | +6.6% | +5.2% |
| 30D | +4.0% | +2.6% | +1.5% | +3.3% |
| 3M | +2.0% | +25.6% | -23.6% | -3.6% |
| 6M | +25.5% | +41.9% | -16.4% | +14.5% |
| YTD | +44.0% | +56.0% | -12.0% | +27.8% |
| 1Y | +75.4% | -1.8% | +77.2% | +71.4% |
| 3Y | +406.7% | -25.7% | +432.5% | +418.3% |
| 5Y | +285.0% | -54.7% | +339.7% | +320.2% |
| All | +285.0% | -54.2% | +339.1% | +320.2% |
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