+7,506.0%
TT vs KMX
+475.4%
+7,030.6%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.0% | -0.4% | +0.4% |
| 7D | -0.2% | +1.9% | -2.1% | -0.7% |
| 30D | -7.4% | +11.7% | -19.1% | -9.7% |
| 3M | -3.2% | +34.9% | -38.1% | -10.0% |
| 6M | +1.1% | +50.3% | -49.1% | -8.9% |
| YTD | +15.6% | +63.8% | -48.2% | +1.6% |
| 1Y | +9.2% | +3.8% | +5.3% | +4.3% |
| 3Y | +124.4% | -24.3% | +148.7% | +124.4% |
| 5Y | +138.0% | -50.2% | +188.2% | +153.4% |
| 10Y | +886.4% | +5.4% | +881.0% | +762.0% |
| All | +7,506.0% | +475.4% | +7,030.6% | +4,879.9% |
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