+35.3%
KMX vs SNY
+2.7%
+32.6%
-26.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | +4.7% | -1.4% | +1.4% |
| 7D | +2.1% | +12.4% | -10.3% | -2.6% |
| 30D | +0.5% | +20.1% | -19.6% | -6.4% |
| 3M | -4.1% | +11.2% | -15.3% | -8.2% |
| 6M | +49.5% | +9.5% | +40.0% | +43.7% |
| YTD | +42.7% | +3.4% | +39.3% | +41.9% |
| 1Y | +35.3% | +2.0% | +33.3% | +34.2% |
| All | +35.3% | +2.7% | +32.6% | +34.2% |
Cumulative growth
Daily Returns
Daily percentage return beside SNY.
Daily Out/Under-Performance
Portfolio return minus SNY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SNY 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 1y: compounded portfolio wealth divided by compounded SNY 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…
1y analysis · Full analysis span regression · 6 months rolling