-77.8%
SE vs KMX
-64.5%
-13.4%
-89.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -0.6% | -3.1% | -3.4% |
| 7D | -7.7% | -2.3% | -5.5% | -6.9% |
| 30D | -22.8% | +6.3% | -29.1% | -25.0% |
| 3M | -43.7% | -7.4% | -36.4% | -42.4% |
| 6M | -12.8% | +37.9% | -50.7% | -26.1% |
| YTD | -42.0% | +39.5% | -81.5% | -52.4% |
| 1Y | -48.0% | +57.9% | -105.9% | -60.1% |
| 3Y | +62.7% | -15.0% | +77.6% | +48.0% |
| 5Y | -77.8% | -64.1% | -13.7% | -62.7% |
| All | -77.8% | -64.5% | -13.4% | -62.7% |
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 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