+447.8%
SCHG vs KMX
+11.6%
+436.2%
-34.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.3% | -0.5% | +0.5% |
| 7D | -1.0% | -3.1% | +2.1% | -0.3% |
| 30D | -1.3% | +4.4% | -5.7% | -2.4% |
| 3M | +5.4% | +18.9% | -13.5% | +0.4% |
| 6M | +14.4% | +44.3% | -29.9% | +2.6% |
| YTD | +8.0% | +58.7% | -50.7% | -6.1% |
| 1Y | +12.7% | +0.1% | +12.6% | +8.8% |
| 3Y | +85.6% | -24.4% | +110.0% | +87.5% |
| 5Y | +85.5% | -54.4% | +139.9% | +108.1% |
| All | +447.8% | +11.6% | +436.2% | +366.7% |
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