+272.7%
SFM vs KMX
+10.2%
+262.6%
-63.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.4% | -1.6% | -1.3% |
| 7D | -8.8% | -3.4% | -5.4% | -8.3% |
| 30D | -14.5% | +4.0% | -18.5% | -14.9% |
| 3M | -16.8% | +24.8% | -41.6% | -19.6% |
| 6M | -5.3% | +43.6% | -49.0% | -10.7% |
| YTD | -9.4% | +56.6% | -66.0% | -16.0% |
| 1Y | -46.2% | +2.2% | -48.4% | -47.3% |
| 3Y | +81.3% | -25.4% | +106.7% | +83.2% |
| 5Y | +211.9% | -55.0% | +266.9% | +225.8% |
| All | +272.7% | +10.2% | +262.6% | +258.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling