+196.3%
SE vs KMX
-25.6%
+221.9%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -4.3% | +5.4% | +1.8% |
| 7D | +0.6% | -0.7% | +1.3% | +0.7% |
| 30D | -0.1% | +4.1% | -4.2% | -0.8% |
| 3M | +34.1% | +27.5% | +6.6% | +27.8% |
| 6M | +23.2% | +43.6% | -20.4% | +14.0% |
| YTD | -11.2% | +56.8% | -67.9% | -19.6% |
| 1Y | -40.5% | -1.3% | -39.2% | -40.7% |
| 3Y | +196.3% | -25.4% | +221.7% | +224.3% |
| All | +196.3% | -25.6% | +221.9% | +224.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling