-45.9%
SE vs KMX
+3.5%
-49.4%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +1.3% | -2.7% | -1.4% |
| 7D | -5.2% | -3.1% | -2.1% | -5.0% |
| 30D | -17.1% | +4.4% | -21.5% | -17.3% |
| 3M | +24.0% | +18.9% | +5.1% | +22.3% |
| 6M | +21.0% | +44.3% | -23.3% | +16.7% |
| YTD | -16.7% | +58.7% | -75.4% | -19.9% |
| 1Y | -45.9% | +0.1% | -46.0% | -47.6% |
| All | -45.9% | +3.5% | -49.4% | -47.6% |
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