+689.9%
SEI vs KMX
+2.3%
+687.6%
-79.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | -0.5% | +6.3% | +5.9% |
| 7D | +28.2% | -1.9% | +30.1% | +28.7% |
| 30D | +15.5% | +2.6% | +12.9% | +13.9% |
| 3M | -1.4% | +25.6% | -26.9% | -9.5% |
| 6M | +37.4% | +41.9% | -4.4% | +19.1% |
| YTD | +47.8% | +56.0% | -8.2% | +23.0% |
| 1Y | +174.3% | -1.8% | +176.1% | +160.9% |
| 3Y | +598.5% | -25.7% | +624.2% | +623.7% |
| 5Y | +1,026.2% | -54.7% | +1,081.0% | +1,228.3% |
| All | +689.9% | +2.3% | +687.6% | +529.9% |
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