-38.6%
TYL vs KMX
+0.2%
-38.8%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -4.3% | -0.2% | -4.1% |
| 7D | -7.6% | -0.7% | -6.9% | -7.5% |
| 30D | +11.3% | +4.1% | +7.2% | +10.9% |
| 3M | +14.5% | +27.5% | -13.0% | +11.7% |
| 6M | -7.1% | +43.6% | -50.7% | -11.3% |
| YTD | -23.4% | +56.8% | -80.1% | -26.2% |
| 1Y | -38.6% | -1.3% | -37.2% | -41.4% |
| All | -38.6% | +0.2% | -38.8% | -41.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling