+50.2%
SAN vs KMX
+3.5%
+46.7%
-20.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +1.3% | +0.9% | +2.1% |
| 7D | +0.2% | -3.1% | +3.3% | +0.5% |
| 30D | +0.9% | +4.4% | -3.5% | +0.5% |
| 3M | +19.1% | +18.9% | +0.2% | +16.7% |
| 6M | +33.2% | +44.3% | -11.1% | +27.0% |
| YTD | +29.1% | +58.7% | -29.6% | +22.6% |
| 1Y | +50.2% | +0.1% | +50.1% | +42.4% |
| All | +50.2% | +3.5% | +46.7% | +42.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling