+7,114.4%
TT vs KMX
+389.9%
+6,724.5%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.6% | +1.5% | +1.1% |
| 7D | +3.5% | -2.3% | +5.8% | +4.0% |
| 30D | -11.0% | +6.3% | -17.4% | -12.5% |
| 3M | -12.0% | -7.4% | -4.6% | -11.0% |
| 6M | -10.4% | +37.9% | -48.3% | -17.7% |
| YTD | +9.9% | +39.5% | -29.5% | -0.4% |
| 1Y | +1.5% | +57.9% | -56.4% | -10.8% |
| 3Y | +93.7% | -15.0% | +108.7% | +88.2% |
| 5Y | +139.2% | -64.1% | +203.3% | +173.7% |
| 10Y | +741.5% | -1.6% | +743.1% | +644.5% |
| All | +7,114.4% | +389.9% | +6,724.5% | +4,771.5% |
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