+589.4%
SE vs KMX
-15.9%
+605.2%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.0% | -1.9% | -1.3% |
| 7D | -6.1% | +1.9% | -8.0% | -6.7% |
| 30D | -2.5% | +11.7% | -14.1% | -6.6% |
| 3M | +21.7% | +34.9% | -13.2% | +7.2% |
| 6M | +27.0% | +50.3% | -23.3% | +5.7% |
| YTD | -12.1% | +63.8% | -75.9% | -30.1% |
| 1Y | -40.9% | +3.8% | -44.8% | -45.2% |
| 3Y | +191.0% | -24.3% | +215.3% | +194.1% |
| 5Y | -68.3% | -50.2% | -18.1% | -62.7% |
| All | +589.4% | -15.9% | +605.2% | +551.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling