+212.7%
SFM vs KMX
-54.2%
+266.9%
-63.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -0.5% | -3.5% | -3.9% |
| 7D | -7.2% | -1.9% | -5.3% | -6.8% |
| 30D | -14.3% | +2.6% | -16.9% | -14.6% |
| 3M | -13.7% | +25.6% | -39.3% | -17.2% |
| 6M | -6.0% | +41.9% | -47.9% | -12.2% |
| YTD | -8.2% | +56.0% | -64.3% | -16.2% |
| 1Y | -46.2% | -1.8% | -44.5% | -46.9% |
| 3Y | +83.6% | -25.7% | +109.3% | +87.5% |
| 5Y | +212.7% | -54.7% | +267.5% | +230.9% |
| All | +212.7% | -54.2% | +266.9% | +230.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling