+2,313.4%
SAP vs KMX
+475.4%
+1,838.1%
-87.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.0% | -1.9% | -1.1% |
| 7D | -2.9% | +1.9% | -4.8% | -3.2% |
| 30D | +9.0% | +11.7% | -2.7% | +6.7% |
| 3M | +14.9% | +34.9% | -19.9% | +7.8% |
| 6M | +11.9% | +50.3% | -38.4% | +2.1% |
| YTD | -9.9% | +63.8% | -73.7% | -19.4% |
| 1Y | -19.5% | +3.8% | -23.4% | -22.4% |
| 3Y | +61.8% | -24.3% | +86.1% | +62.1% |
| 5Y | +56.2% | -50.2% | +106.4% | +64.5% |
| 10Y | +180.6% | +5.4% | +175.2% | +146.2% |
| All | +2,313.4% | +475.4% | +1,838.1% | +1,101.5% |
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 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