-13.1%
SLB vs KMX
-2.3%
-10.8%
-84.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +1.2% | +0.3% | +1.1% |
| 7D | +3.5% | +3.4% | +0.1% | +2.4% |
| 30D | +6.5% | +6.8% | -0.3% | +3.9% |
| 3M | -0.2% | -11.4% | +11.1% | +2.6% |
| 6M | -5.7% | +43.6% | -49.3% | -17.7% |
| YTD | +36.8% | +37.7% | -0.9% | +19.2% |
| 1Y | +45.8% | +53.0% | -7.2% | +22.5% |
| 3Y | +3.4% | -16.3% | +19.7% | +0.7% |
| 5Y | +76.1% | -64.2% | +140.4% | +125.7% |
| All | -13.1% | -2.3% | -10.8% | -24.9% |
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 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