+15.5%
SM vs KMX
-2.3%
+17.8%
-97.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.2% | -1.3% | -0.7% |
| 7D | +9.4% | +3.4% | +6.0% | +7.5% |
| 30D | -14.4% | +6.8% | -21.2% | -17.8% |
| 3M | +1.6% | -11.4% | +12.9% | +5.0% |
| 6M | +6.3% | +43.6% | -37.2% | -14.5% |
| YTD | +78.8% | +37.7% | +41.0% | +42.2% |
| 1Y | +83.1% | +53.0% | +30.2% | +37.6% |
| 3Y | -5.9% | -16.3% | +10.4% | -10.3% |
| 5Y | +4.8% | -64.2% | +69.1% | +52.2% |
| All | +15.5% | -2.3% | +17.8% | +5.2% |
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