+12.7%
SAN vs KMX
+56.1%
-43.4%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -2.4% | -0.4% | -2.3% |
| 7D | +1.0% | 0.0% | +1.0% | +1.0% |
| 30D | -9.4% | +3.5% | -12.9% | -10.0% |
| 3M | -17.1% | -10.4% | -6.7% | -15.6% |
| 6M | +2.2% | +37.6% | -35.4% | -4.5% |
| YTD | +6.0% | +36.1% | -30.1% | -4.2% |
| 1Y | +12.7% | +52.8% | -40.1% | -3.3% |
| All | +12.7% | +56.1% | -43.4% | -3.3% |
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