+307.0%
SLB vs KMX
+475.4%
-168.4%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.0% | -0.9% | 0.0% |
| 7D | +0.8% | +1.9% | -1.1% | +0.4% |
| 30D | +15.8% | +11.7% | +4.1% | +13.1% |
| 3M | -0.3% | +34.9% | -35.2% | -7.0% |
| 6M | +21.3% | +50.3% | -28.9% | +9.9% |
| YTD | +52.3% | +63.8% | -11.5% | +35.1% |
| 1Y | +63.6% | +3.8% | +59.8% | +57.1% |
| 3Y | +3.8% | -24.3% | +28.0% | +4.6% |
| 5Y | +128.6% | -50.2% | +178.9% | +141.6% |
| 10Y | -3.1% | +5.4% | -8.4% | -12.8% |
| All | +307.0% | +475.4% | -168.4% | +109.0% |
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