+13,634.3%
TSM vs KMX
+658.5%
+12,975.8%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +1.0% | +1.8% | +2.6% |
| 7D | +2.7% | +1.9% | +0.8% | +2.3% |
| 30D | +3.6% | +11.7% | -8.1% | +1.0% |
| 3M | -3.4% | +34.9% | -38.3% | -10.2% |
| 6M | +20.6% | +50.3% | -29.6% | +8.6% |
| YTD | +41.9% | +63.8% | -21.9% | +24.5% |
| 1Y | +84.4% | +3.8% | +80.5% | +76.5% |
| 3Y | +380.2% | -24.3% | +404.5% | +383.0% |
| 5Y | +275.3% | -50.2% | +325.6% | +300.9% |
| 10Y | +1,751.4% | +5.4% | +1,746.0% | +1,488.0% |
| All | +13,634.3% | +658.5% | +12,975.8% | +9,480.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling