+179.0%
SAP vs KMX
+3.6%
+175.4%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.5% | -0.6% | -1.0% |
| 7D | -0.3% | -1.9% | +1.6% | +0.1% |
| 30D | +0.3% | +2.6% | -2.3% | -0.3% |
| 3M | +16.9% | +25.6% | -8.7% | +10.4% |
| 6M | +6.3% | +41.9% | -35.5% | -3.1% |
| YTD | -12.4% | +56.0% | -68.4% | -22.3% |
| 1Y | -21.6% | -1.8% | -19.8% | -23.7% |
| 3Y | +54.8% | -25.7% | +80.5% | +56.6% |
| 5Y | +56.2% | -54.7% | +110.9% | +72.2% |
| 10Y | +179.0% | +9.2% | +169.9% | +151.6% |
| All | +179.0% | +3.6% | +175.4% | +151.6% |
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