+29.8%
SFM vs KMX
+7.5%
+22.3%
-73.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.2% | +0.1% | +1.2% |
| 7D | +6.0% | +3.4% | +2.7% | +5.5% |
| 30D | -19.5% | +6.8% | -26.3% | -20.5% |
| 3M | -37.0% | -11.4% | -25.6% | -36.0% |
| 6M | -41.0% | +43.6% | -84.6% | -44.8% |
| YTD | -34.6% | +37.7% | -72.4% | -39.0% |
| 1Y | -36.3% | +53.0% | -89.2% | -41.7% |
| 3Y | +24.5% | -16.3% | +40.8% | +23.4% |
| 5Y | +115.9% | -64.2% | +180.1% | +137.3% |
| 10Y | +139.5% | -2.8% | +142.4% | +109.6% |
| All | +29.8% | +7.5% | +22.3% | +5.6% |
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