+9.3%
TSN vs KMX
-26.3%
+35.6%
-23.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.5% | -0.6% | -1.0% |
| 7D | -7.3% | -1.9% | -5.4% | -7.2% |
| 30D | -8.6% | +2.6% | -11.2% | -8.9% |
| 3M | -7.5% | +25.6% | -33.1% | -9.7% |
| 6M | -14.1% | +41.9% | -56.0% | -17.6% |
| YTD | -9.4% | +56.0% | -65.5% | -14.6% |
| 1Y | -4.1% | -1.8% | -2.3% | -4.4% |
| All | +9.3% | -26.3% | +35.6% | +7.4% |
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