+8.0%
KMX vs SBAC
+87.1%
-79.2%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +2.2% | -0.9% | +0.6% |
| 7D | -3.1% | -2.1% | -1.0% | -2.4% |
| 30D | +4.4% | +2.0% | +2.4% | +3.7% |
| 3M | +18.9% | -8.3% | +27.2% | +22.0% |
| 6M | +44.3% | +0.3% | +44.0% | +42.1% |
| YTD | +58.7% | -2.2% | +60.9% | +56.7% |
| 1Y | +0.1% | -4.6% | +4.7% | -0.2% |
| 3Y | -24.4% | -8.3% | -16.1% | -25.3% |
| 5Y | -54.4% | -42.8% | -11.6% | -46.6% |
| All | +8.0% | +87.1% | -79.2% | +17.6% |
Cumulative growth
Daily Returns
Daily percentage return beside SBAC.
Daily Out/Under-Performance
Portfolio return minus SBAC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SBAC 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 10y: compounded portfolio wealth divided by compounded SBAC 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…
10y analysis · Full analysis span regression · 6 months rolling