+15.6%
SCHW vs KMX
+3.5%
+12.1%
-19.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.3% | -1.4% | -0.1% |
| 7D | -1.9% | -3.1% | +1.2% | -1.9% |
| 30D | -1.6% | +4.4% | -6.1% | -1.5% |
| 3M | +21.3% | +18.9% | +2.4% | +21.8% |
| 6M | +16.5% | +44.3% | -27.8% | +16.5% |
| YTD | +8.4% | +58.7% | -50.3% | +8.8% |
| 1Y | +15.6% | +0.1% | +15.5% | +9.5% |
| All | +15.6% | +3.5% | +12.1% | +9.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling