-54.4%
KMX vs SNY
+9.4%
-63.8%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.1% | +1.2% | +1.3% |
| 7D | -3.1% | -3.3% | +0.2% | -2.2% |
| 30D | +4.4% | -2.2% | +6.6% | +5.1% |
| 3M | +18.9% | -3.0% | +21.9% | +19.8% |
| 6M | +44.3% | +2.7% | +41.5% | +43.0% |
| YTD | +58.7% | -6.8% | +65.5% | +61.4% |
| 1Y | +0.1% | -5.3% | +5.4% | +1.3% |
| 3Y | -24.4% | -9.8% | -14.6% | -23.7% |
| All | -54.4% | +9.4% | -63.8% | -57.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling