+1,124.0%
TTMI vs KMX
+11.6%
+1,112.4%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +1.3% | +2.0% | +2.9% |
| 7D | +0.7% | -3.1% | +3.8% | +1.6% |
| 30D | -8.4% | +4.4% | -12.9% | -9.9% |
| 3M | -32.5% | +18.9% | -51.4% | -36.7% |
| 6M | +32.5% | +44.3% | -11.8% | +15.9% |
| YTD | +83.2% | +58.7% | +24.6% | +54.3% |
| 1Y | +161.7% | +0.1% | +161.6% | +150.6% |
| 3Y | +890.1% | -24.4% | +914.6% | +918.0% |
| 5Y | +832.4% | -54.4% | +886.9% | +978.5% |
| All | +1,124.0% | +11.6% | +1,112.4% | +888.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling