-54.7%
KMX vs SBAC
-44.9%
-9.8%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.0% | +0.6% | -0.1% |
| 7D | -1.9% | +0.2% | -2.0% | -1.9% |
| 30D | +2.6% | +3.9% | -1.3% | +1.1% |
| 3M | +25.6% | -8.2% | +33.8% | +29.1% |
| 6M | +41.9% | -2.8% | +44.7% | +41.4% |
| YTD | +56.0% | -1.5% | +57.6% | +53.5% |
| 1Y | -1.8% | 0.0% | -1.8% | -4.1% |
| 3Y | -25.7% | -8.4% | -17.3% | -27.0% |
| 5Y | -54.7% | -43.5% | -11.2% | -43.0% |
| All | -54.7% | -44.9% | -9.8% | -43.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling