+255.3%
TSN vs KMX
+475.4%
-220.1%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.0% | -1.7% | -0.8% |
| 7D | -6.3% | +1.9% | -8.2% | -6.6% |
| 30D | -10.8% | +11.7% | -22.5% | -12.1% |
| 3M | -8.8% | +34.9% | -43.6% | -12.5% |
| 6M | -16.8% | +50.3% | -67.1% | -21.7% |
| YTD | -10.0% | +63.8% | -73.8% | -16.5% |
| 1Y | -5.3% | +3.8% | -9.1% | -7.6% |
| 3Y | +8.5% | -24.3% | +32.8% | +8.5% |
| 5Y | -22.9% | -50.2% | +27.3% | -20.6% |
| 10Y | -12.6% | +5.4% | -18.0% | -19.8% |
| All | +255.3% | +475.4% | -220.1% | +165.7% |
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 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