+19.9%
SM vs KMX
+11.6%
+8.3%
-97.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.3% | -1.5% | -0.8% |
| 7D | +4.6% | -3.1% | +7.7% | +5.9% |
| 30D | +18.2% | +4.4% | +13.8% | +15.4% |
| 3M | +22.5% | +18.9% | +3.6% | +11.1% |
| 6M | +50.6% | +44.3% | +6.3% | +21.2% |
| YTD | +108.1% | +58.7% | +49.4% | +58.5% |
| 1Y | +46.0% | +0.1% | +45.9% | +34.6% |
| 3Y | +2.9% | -24.4% | +27.3% | +5.8% |
| 5Y | +112.6% | -54.4% | +167.0% | +167.4% |
| All | +19.9% | +11.6% | +8.3% | +0.5% |
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