+111.0%
SM vs KMX
-53.9%
+165.0%
-65.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -4.3% | +7.9% | +4.7% |
| 7D | -0.2% | -0.7% | +0.6% | -0.1% |
| 30D | +31.5% | +4.1% | +27.4% | +29.9% |
| 3M | +17.3% | +27.5% | -10.2% | +8.8% |
| 6M | +48.5% | +43.6% | +5.0% | +31.6% |
| YTD | +106.3% | +56.8% | +49.5% | +77.4% |
| 1Y | +47.3% | -1.3% | +48.6% | +43.2% |
| 3Y | -1.4% | -25.4% | +24.0% | +3.8% |
| All | +111.0% | -53.9% | +165.0% | +159.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling