+5,291.1%
TTWO vs KMX
+703.9%
+4,587.3%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.5% | -0.5% | -0.9% |
| 7D | -2.3% | -1.9% | -0.5% | -2.0% |
| 30D | -16.7% | +2.6% | -19.3% | -17.2% |
| 3M | -0.4% | +25.6% | -26.0% | -5.0% |
| 6M | -1.6% | +41.9% | -43.5% | -9.1% |
| YTD | -17.5% | +56.0% | -73.6% | -25.4% |
| 1Y | -14.8% | -1.8% | -13.0% | -17.2% |
| 3Y | +47.9% | -25.7% | +73.6% | +48.2% |
| 5Y | +34.5% | -54.7% | +89.2% | +44.0% |
| 10Y | +394.0% | +9.2% | +384.8% | +319.8% |
| All | +5,291.1% | +703.9% | +4,587.3% | +2,818.6% |
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