-6.8%
TSN vs KMX
+11.6%
-18.4%
-52.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.3% | -0.3% | +0.8% |
| 7D | +3.0% | -3.1% | +6.1% | +3.6% |
| 30D | -4.2% | +4.4% | -8.6% | -5.0% |
| 3M | -3.9% | +18.9% | -22.8% | -7.2% |
| 6M | -9.8% | +44.3% | -54.1% | -16.7% |
| YTD | -7.3% | +58.7% | -66.0% | -16.3% |
| 1Y | -2.2% | +0.1% | -2.3% | -4.7% |
| 3Y | +11.9% | -24.4% | +36.3% | +12.3% |
| 5Y | -16.9% | -54.4% | +37.5% | -10.0% |
| All | -6.8% | +11.6% | -18.4% | -13.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling