+91.1%
SFM vs KMX
-25.6%
+116.7%
-63.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.5% | -4.3% | -2.2% | -5.9% |
| 7D | -5.8% | -0.7% | -5.1% | -5.7% |
| 30D | -11.4% | +4.1% | -15.5% | -11.8% |
| 3M | -12.2% | +27.5% | -39.7% | -15.4% |
| 6M | -5.2% | +43.6% | -48.7% | -10.7% |
| YTD | -4.5% | +56.8% | -61.2% | -11.9% |
| 1Y | -45.4% | -1.3% | -44.1% | -45.5% |
| 3Y | +91.1% | -25.4% | +116.5% | +94.3% |
| All | +91.1% | -25.6% | +116.7% | +94.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling