+459.4%
TTMI vs KMX
+2,629.9%
-2,170.6%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | -4.3% | +7.3% | +4.6% |
| 7D | +12.2% | -0.7% | +12.9% | +12.4% |
| 30D | -5.7% | +4.1% | -9.8% | -7.4% |
| 3M | -27.5% | +27.5% | -55.0% | -34.3% |
| 6M | +47.1% | +43.6% | +3.6% | +26.4% |
| YTD | +87.5% | +56.8% | +30.7% | +54.5% |
| 1Y | +175.2% | -1.3% | +176.5% | +161.4% |
| 3Y | +901.9% | -25.4% | +927.3% | +928.4% |
| 5Y | +843.5% | -53.9% | +897.4% | +987.0% |
| 10Y | +1,077.0% | +0.7% | +1,076.3% | +809.9% |
| All | +459.4% | +2,629.9% | -2,170.6% | +10.6% |
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