+56.8%
SAP vs KMX
-52.4%
+109.2%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -4.3% | +2.6% | -0.9% |
| 7D | -0.3% | -0.7% | +0.4% | -0.1% |
| 30D | +2.6% | +4.1% | -1.5% | +1.8% |
| 3M | +16.3% | +27.5% | -11.3% | +10.5% |
| 6M | +6.4% | +43.6% | -37.2% | -1.9% |
| YTD | -11.4% | +56.8% | -68.2% | -20.1% |
| 1Y | -20.4% | -1.3% | -19.1% | -21.9% |
| 3Y | +56.5% | -25.4% | +81.9% | +59.2% |
| 5Y | +56.8% | -53.9% | +110.7% | +68.5% |
| All | +56.8% | -52.4% | +109.2% | +68.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling