-17.8%
TSN vs KMX
-54.8%
+37.1%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.4% | +1.0% | +1.3% |
| 7D | +1.4% | -3.4% | +4.7% | +1.7% |
| 30D | -6.2% | +4.0% | -10.2% | -6.7% |
| 3M | -5.7% | +24.8% | -30.4% | -8.4% |
| 6M | -11.4% | +43.6% | -55.0% | -15.9% |
| YTD | -8.2% | +56.6% | -64.8% | -14.3% |
| 1Y | -2.0% | +2.2% | -4.3% | -3.7% |
| 3Y | +11.9% | -25.4% | +37.3% | +12.6% |
| 5Y | -17.8% | -55.0% | +37.3% | -13.7% |
| All | -17.8% | -54.8% | +37.1% | -13.7% |
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