+802.2%
TTMI vs KMX
-54.8%
+857.0%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.4% | -1.9% | -1.6% |
| 7D | +6.0% | -3.4% | +9.4% | +7.1% |
| 30D | -6.4% | +4.0% | -10.4% | -7.7% |
| 3M | -28.9% | +24.8% | -53.7% | -33.9% |
| 6M | +26.9% | +43.6% | -16.7% | +12.5% |
| YTD | +77.3% | +56.6% | +20.7% | +52.5% |
| 1Y | +147.5% | +2.2% | +145.3% | +136.8% |
| 3Y | +847.6% | -25.4% | +873.1% | +878.5% |
| 5Y | +802.2% | -55.0% | +857.2% | +882.5% |
| All | +802.2% | -54.8% | +857.0% | +882.5% |
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 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