+267.7%
SAN vs KMX
-2.3%
+270.0%
-73.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.2% | -0.6% | +0.3% |
| 7D | +4.0% | +3.4% | +0.6% | +3.0% |
| 30D | -7.8% | +6.8% | -14.6% | -9.8% |
| 3M | -16.4% | -11.4% | -5.0% | -13.7% |
| 6M | +3.5% | +43.6% | -40.0% | -8.7% |
| YTD | +6.7% | +37.7% | -31.1% | -6.2% |
| 1Y | +14.5% | +53.0% | -38.5% | -2.9% |
| 3Y | +243.5% | -16.3% | +259.8% | +231.3% |
| 5Y | +296.2% | -64.2% | +360.4% | +404.4% |
| All | +267.7% | -2.3% | +270.0% | +182.5% |
Cumulative growth
Daily Returns
Daily percentage return beside KMX.
Daily Out/Under-Performance
Portfolio return minus KMX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KMX 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 10y: compounded portfolio wealth divided by compounded KMX 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…
10y analysis · Full analysis span regression · 6 months rolling