+541.3%
SM vs KMX
+475.4%
+66.0%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +1.0% | -3.6% | -2.8% |
| 7D | +0.1% | +1.9% | -1.8% | -0.4% |
| 30D | +26.3% | +11.7% | +14.6% | +22.6% |
| 3M | +8.7% | +34.9% | -26.2% | -0.3% |
| 6M | +51.7% | +50.3% | +1.4% | +33.7% |
| YTD | +99.0% | +63.8% | +35.3% | +71.1% |
| 1Y | +34.6% | +3.8% | +30.8% | +27.4% |
| 3Y | -7.8% | -24.3% | +16.5% | -6.1% |
| 5Y | +104.8% | -50.2% | +155.0% | +122.1% |
| 10Y | +7.2% | +5.4% | +1.9% | +2.1% |
| All | +541.3% | +475.4% | +66.0% | +368.9% |
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 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