+335.4%
SAN vs KMX
+10.2%
+325.3%
-73.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.4% | -0.7% | -0.5% |
| 7D | -2.8% | -3.4% | +0.6% | -1.8% |
| 30D | -0.5% | +4.0% | -4.6% | -1.8% |
| 3M | +22.7% | +24.8% | -2.0% | +14.0% |
| 6M | +28.8% | +43.6% | -14.8% | +13.3% |
| YTD | +26.3% | +56.6% | -30.4% | +7.3% |
| 1Y | +48.8% | +2.2% | +46.6% | +41.4% |
| 3Y | +347.2% | -25.4% | +372.7% | +352.0% |
| 5Y | +383.8% | -55.0% | +438.8% | +461.6% |
| All | +335.4% | +10.2% | +325.3% | +261.1% |
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