+265.7%
TSM vs KMX
-64.6%
+330.2%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +1.2% | -2.9% | -1.9% |
| 7D | +6.2% | +3.4% | +2.8% | +5.4% |
| 30D | -7.3% | +6.8% | -14.1% | -8.8% |
| 3M | -7.1% | -11.4% | +4.2% | -5.1% |
| 6M | +0.2% | +43.6% | -43.3% | -8.7% |
| YTD | +32.2% | +37.7% | -5.5% | +19.9% |
| 1Y | +42.8% | +53.0% | -10.2% | +25.9% |
| 3Y | +330.4% | -16.3% | +346.7% | +325.6% |
| All | +265.7% | -64.6% | +330.2% | +335.9% |
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