+1.9%
TYL vs KMX
-22.6%
+24.5%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -2.1% | -0.2% | -2.0% |
| 7D | +6.7% | -7.4% | +14.0% | +7.8% |
| 30D | +26.5% | -3.4% | +29.9% | +27.0% |
| 3M | +37.3% | -11.3% | +48.6% | +39.2% |
| 6M | +31.2% | +30.6% | +0.6% | +25.1% |
| YTD | -7.4% | +33.2% | -40.6% | -11.9% |
| 1Y | -9.6% | +66.7% | -76.3% | -16.7% |
| 3Y | +1.9% | -22.1% | +24.0% | +5.0% |
| All | +1.9% | -22.6% | +24.5% | +5.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling