+1.5%
SMR vs KMX
-44.3%
+45.8%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | +0.4% | -5.9% | -5.7% |
| 7D | +4.7% | -3.4% | +8.1% | +5.9% |
| 30D | +3.2% | +4.0% | -0.8% | +1.2% |
| 3M | +9.9% | +24.8% | -14.9% | -1.1% |
| 6M | -15.1% | +43.6% | -58.7% | -29.6% |
| YTD | -27.9% | +56.6% | -84.6% | -42.1% |
| 1Y | -70.2% | +2.2% | -72.5% | -71.9% |
| 3Y | +72.5% | -25.4% | +97.9% | +78.7% |
| All | +1.5% | -44.3% | +45.8% | +5.5% |
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 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