-64.4%
KMX vs SBAC
-39.6%
-24.8%
-79.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +1.5% | -0.3% | +0.7% |
| 7D | +3.4% | +0.6% | +2.8% | +3.2% |
| 30D | +6.8% | +5.5% | +1.3% | +4.7% |
| 3M | -11.4% | +3.1% | -14.5% | -12.6% |
| 6M | +43.6% | -7.0% | +50.6% | +46.3% |
| YTD | +37.7% | +0.5% | +37.2% | +34.1% |
| 1Y | +53.0% | +0.2% | +52.7% | +49.1% |
| 3Y | -16.3% | -7.4% | -9.0% | -18.2% |
| All | -64.4% | -39.6% | -24.8% | -55.4% |
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