+1,135.7%
SAN vs KMX
+475.4%
+660.3%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.0% | -1.8% | -1.1% |
| 7D | +1.8% | +1.9% | -0.1% | +1.3% |
| 30D | +2.0% | +11.7% | -9.7% | -0.9% |
| 3M | +19.7% | +34.9% | -15.2% | +10.4% |
| 6M | +30.6% | +50.3% | -19.6% | +16.3% |
| YTD | +28.8% | +63.8% | -34.9% | +11.7% |
| 1Y | +57.8% | +3.8% | +53.9% | +50.2% |
| 3Y | +338.1% | -24.3% | +362.4% | +338.1% |
| 5Y | +384.2% | -50.2% | +434.4% | +417.0% |
| 10Y | +353.2% | +5.4% | +347.8% | +290.7% |
| All | +1,135.7% | +475.4% | +660.3% | +598.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling