+1,269.2%
SMH vs KMX
+4,407.5%
-3,138.3%
-85.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -4.3% | +5.5% | +2.4% |
| 7D | +5.2% | -0.7% | +5.9% | +5.4% |
| 30D | -1.5% | +4.1% | -5.6% | -2.8% |
| 3M | -4.1% | +27.5% | -31.6% | -11.3% |
| 6M | +50.8% | +43.6% | +7.2% | +33.3% |
| YTD | +59.3% | +56.8% | +2.6% | +36.4% |
| 1Y | +94.1% | -1.3% | +95.4% | +86.1% |
| 3Y | +286.7% | -25.4% | +312.1% | +292.0% |
| 5Y | +339.4% | -53.9% | +393.3% | +396.0% |
| 10Y | +1,803.3% | +0.7% | +1,802.6% | +1,521.6% |
| All | +1,269.2% | +4,407.5% | -3,138.3% | +381.2% |
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 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