+601.8%
SMTC vs KMX
-26.3%
+628.1%
-68.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.5% | +1.3% | +1.0% |
| 7D | +22.5% | -1.9% | +24.3% | +23.0% |
| 30D | +24.9% | +2.6% | +22.3% | +23.4% |
| 3M | +4.1% | +25.6% | -21.5% | -4.2% |
| 6M | +92.6% | +41.9% | +50.7% | +68.1% |
| YTD | +122.5% | +56.0% | +66.4% | +84.9% |
| 1Y | +166.2% | -1.8% | +168.0% | +165.8% |
| All | +601.8% | -26.3% | +628.1% | +628.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling