+28.1%
SFM vs KMX
+6.2%
+21.9%
-73.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -2.4% | +4.1% | +2.0% |
| 7D | -0.4% | 0.0% | -0.4% | -0.4% |
| 30D | -19.2% | +3.5% | -22.7% | -19.8% |
| 3M | -40.3% | -10.4% | -29.9% | -39.4% |
| 6M | -40.9% | +37.6% | -78.5% | -44.3% |
| YTD | -35.5% | +36.1% | -71.6% | -39.7% |
| 1Y | -37.4% | +52.8% | -90.2% | -42.8% |
| 3Y | +25.5% | -17.0% | +42.5% | +24.5% |
| 5Y | +113.0% | -64.7% | +177.7% | +134.6% |
| 10Y | +136.3% | -4.0% | +140.4% | +107.2% |
| All | +28.1% | +6.2% | +21.9% | +4.4% |
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