-66.3%
SE vs KMX
-54.2%
-12.1%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -0.5% | -3.6% | -3.9% |
| 7D | -3.6% | -1.9% | -1.8% | -3.0% |
| 30D | -5.3% | +2.6% | -7.9% | -6.4% |
| 3M | +28.1% | +25.6% | +2.5% | +15.0% |
| 6M | +20.7% | +41.9% | -21.2% | +1.2% |
| YTD | -14.8% | +56.0% | -70.8% | -32.3% |
| 1Y | -43.6% | -1.8% | -41.8% | -46.1% |
| 3Y | +184.2% | -25.7% | +209.9% | +192.7% |
| 5Y | -66.3% | -54.7% | -11.6% | -53.3% |
| All | -66.3% | -54.2% | -12.1% | -53.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling