-35.0%
SFM vs KMX
+35.0%
-70.0%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +3.3% | +0.3% | +3.5% |
| 7D | -12.3% | +2.1% | -14.4% | -12.3% |
| 30D | -16.2% | +0.5% | -16.7% | -16.3% |
| 3M | -36.8% | -4.1% | -32.7% | -36.6% |
| 6M | -32.6% | +49.5% | -82.1% | -33.7% |
| YTD | -31.7% | +42.7% | -74.4% | -33.0% |
| 1Y | -35.0% | +35.3% | -70.3% | -36.2% |
| All | -35.0% | +35.0% | -70.0% | -36.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling