+19,691.1%
TYL vs KMX
+368.0%
+19,323.1%
-90.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -2.1% | -0.2% | -1.9% |
| 7D | +6.7% | -7.4% | +14.0% | +7.9% |
| 30D | +26.5% | -3.4% | +29.9% | +27.1% |
| 3M | +37.3% | -11.3% | +48.6% | +39.6% |
| 6M | +31.2% | +30.6% | +0.6% | +24.6% |
| YTD | -7.4% | +33.2% | -40.6% | -12.6% |
| 1Y | -9.6% | +66.7% | -76.3% | -17.9% |
| 3Y | +1.9% | -22.1% | +24.0% | +1.7% |
| 5Y | -21.1% | -66.7% | +45.6% | -11.9% |
| 10Y | +171.8% | +1.9% | +169.9% | +147.6% |
| All | +19,691.1% | +368.0% | +19,323.1% | +15,926.6% |
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