+2,657.0%
SCHW vs KMX
+450.2%
+2,206.8%
-86.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.4% | +0.4% | +0.6% |
| 7D | -2.8% | -3.4% | +0.6% | -1.9% |
| 30D | -0.1% | +4.0% | -4.1% | -1.2% |
| 3M | +20.6% | +24.8% | -4.2% | +12.4% |
| 6M | +15.9% | +43.6% | -27.7% | +2.9% |
| YTD | +8.5% | +56.6% | -48.1% | -6.6% |
| 1Y | +17.8% | +2.2% | +15.6% | +11.2% |
| 3Y | +88.5% | -25.4% | +114.0% | +88.5% |
| 5Y | +60.6% | -55.0% | +115.6% | +77.4% |
| 10Y | +298.0% | +9.6% | +288.5% | +231.8% |
| All | +2,657.0% | +450.2% | +2,206.8% | +1,235.1% |
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