-18.7%
KMX vs SARO
-22.5%
+3.7%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SARO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.6% | -0.3% | +0.8% |
| 7D | -3.1% | -3.1% | 0.0% | -2.1% |
| 30D | +4.4% | -12.2% | +16.7% | +8.7% |
| 3M | +18.9% | -7.4% | +26.3% | +20.5% |
| 6M | +44.3% | -15.3% | +59.5% | +50.0% |
| YTD | +58.7% | -16.2% | +74.9% | +65.1% |
| 1Y | +0.1% | -12.1% | +12.2% | +2.1% |
| All | -18.7% | -22.5% | +3.7% | -19.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling