+562.3%
SE vs KMX
-19.5%
+581.8%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.4% | -1.3% | -1.1% |
| 7D | -4.8% | -3.4% | -1.4% | -3.6% |
| 30D | -18.1% | +4.0% | -22.1% | -19.4% |
| 3M | +30.6% | +24.8% | +5.8% | +18.4% |
| 6M | +20.8% | +43.6% | -22.8% | +2.1% |
| YTD | -15.6% | +56.6% | -72.2% | -31.7% |
| 1Y | -44.2% | +2.2% | -46.5% | -48.0% |
| 3Y | +181.5% | -25.4% | +207.0% | +185.1% |
| 5Y | -66.9% | -55.0% | -11.9% | -59.6% |
| All | +562.3% | -19.5% | +581.8% | +535.7% |
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