+35.3%
KMX vs SARO
-7.8%
+43.1%
-26.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SARO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | +1.9% | +1.4% | +2.6% |
| 7D | +2.1% | +15.8% | -13.6% | -3.4% |
| 30D | +0.5% | +22.2% | -21.7% | -6.8% |
| 3M | -4.1% | -16.2% | +12.1% | +0.5% |
| 6M | +49.5% | +4.6% | +44.9% | +41.2% |
| YTD | +42.7% | -10.4% | +53.1% | +41.8% |
| 1Y | +35.3% | -6.5% | +41.8% | +31.1% |
| All | +35.3% | -7.8% | +43.1% | +31.1% |
Cumulative growth
Daily Returns
Daily percentage return beside SARO.
Daily Out/Under-Performance
Portfolio return minus SARO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SARO 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 SARO 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