+229.3%
SAP vs KMX
+2.4%
+227.0%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.6% | +0.7% | +0.3% |
| 7D | -2.5% | -2.3% | -0.2% | -2.0% |
| 30D | +7.5% | +6.3% | +1.1% | +5.8% |
| 3M | +11.6% | -7.4% | +19.0% | +13.1% |
| 6M | +37.6% | +37.9% | -0.3% | +26.3% |
| YTD | -2.0% | +39.5% | -41.4% | -11.2% |
| 1Y | -6.4% | +57.9% | -64.2% | -17.9% |
| 3Y | +67.7% | -15.0% | +82.7% | +63.5% |
| 5Y | +75.7% | -64.1% | +139.8% | +105.9% |
| 10Y | +229.3% | -1.6% | +231.0% | +193.5% |
| All | +229.3% | +2.4% | +227.0% | +193.5% |
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