+102.9%
SFM vs KMX
+27.8%
+75.1%
-72.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +1.0% | +1.8% | +2.7% |
| 7D | -0.1% | +1.9% | -2.0% | -0.4% |
| 30D | -4.4% | +11.7% | -16.1% | -6.0% |
| 3M | +1.5% | +34.9% | -33.4% | -3.6% |
| 6M | +6.5% | +50.3% | -43.8% | -1.1% |
| YTD | +2.2% | +63.8% | -61.6% | -7.0% |
| 1Y | -41.9% | +3.8% | -45.7% | -43.4% |
| 3Y | +106.8% | -24.3% | +131.0% | +108.4% |
| 5Y | +231.6% | -50.2% | +281.8% | +246.5% |
| 10Y | +258.4% | +5.4% | +253.1% | +212.6% |
| All | +102.9% | +27.8% | +75.1% | +61.1% |
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