-24.8%
TYL vs KMX
-50.1%
+25.3%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | +1.0% | -5.1% | -4.2% |
| 7D | -3.7% | +1.9% | -5.6% | -4.1% |
| 30D | +18.7% | +11.7% | +7.1% | +15.8% |
| 3M | +18.1% | +34.9% | -16.8% | +9.5% |
| 6M | -1.1% | +50.3% | -51.4% | -11.6% |
| YTD | -19.8% | +63.8% | -83.6% | -29.7% |
| 1Y | -34.3% | +3.8% | -38.2% | -36.5% |
| 3Y | -8.2% | -24.3% | +16.0% | -6.3% |
| All | -24.8% | -50.1% | +25.3% | -14.9% |
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