-2.6%
SLB vs KMX
+3.6%
-6.2%
-84.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.5% | +0.4% | +0.1% |
| 7D | -1.9% | -1.9% | 0.0% | -1.3% |
| 30D | +7.8% | +2.6% | +5.2% | +6.7% |
| 3M | +2.7% | +25.6% | -22.9% | -5.3% |
| 6M | +22.2% | +41.9% | -19.7% | +7.1% |
| YTD | +51.1% | +56.0% | -4.9% | +27.7% |
| 1Y | +63.3% | -1.8% | +65.1% | +56.8% |
| 3Y | +2.4% | -25.7% | +28.2% | +4.7% |
| 5Y | +139.3% | -54.7% | +194.1% | +178.0% |
| 10Y | -2.6% | +9.2% | -11.8% | -18.3% |
| All | -2.6% | +3.6% | -6.2% | -18.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling