+2,522.5%
SAP vs KMX
+392.6%
+2,129.8%
-87.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.1% | -1.7% | -1.6% |
| 7D | +1.5% | +1.5% | 0.0% | +1.2% |
| 30D | +8.8% | +3.0% | +5.8% | +8.0% |
| 3M | +12.1% | -7.8% | +19.9% | +13.5% |
| 6M | +34.6% | +34.3% | +0.2% | +25.7% |
| YTD | -2.1% | +40.2% | -42.3% | -10.0% |
| 1Y | -5.5% | +63.0% | -68.5% | -15.9% |
| 3Y | +67.4% | -14.5% | +81.9% | +63.9% |
| 5Y | +74.6% | -64.3% | +138.9% | +96.1% |
| 10Y | +224.0% | +2.8% | +221.3% | +185.7% |
| All | +2,522.5% | +392.6% | +2,129.8% | +1,241.1% |
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