+1,987.9%
KMX vs SBAC
+2,208.1%
-220.2%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.1% | +2.1% | +1.2% |
| 7D | +1.9% | -0.8% | +2.7% | +2.0% |
| 30D | +11.7% | +6.9% | +4.8% | +10.6% |
| 3M | +34.9% | -8.2% | +43.1% | +36.3% |
| 6M | +50.3% | -1.6% | +51.9% | +49.9% |
| YTD | +63.8% | -0.1% | +63.9% | +62.7% |
| 1Y | +3.8% | -0.5% | +4.3% | +3.2% |
| 3Y | -24.3% | -9.1% | -15.2% | -24.2% |
| 5Y | -50.2% | -43.8% | -6.4% | -46.6% |
| 10Y | +5.4% | +80.5% | -75.1% | -3.9% |
| All | +1,987.9% | +2,208.1% | -220.2% | +1,450.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling