+27.6%
SMTC vs KMX
-64.6%
+92.1%
-85.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +1.2% | -5.3% | -4.5% |
| 7D | +11.0% | +3.4% | +7.6% | +9.9% |
| 30D | -28.5% | +6.8% | -35.3% | -30.7% |
| 3M | -14.2% | -11.4% | -2.8% | -11.7% |
| 6M | -18.0% | +43.6% | -61.6% | -29.8% |
| YTD | +55.5% | +37.7% | +17.8% | +31.7% |
| 1Y | +69.5% | +53.0% | +16.6% | +37.0% |
| 3Y | +699.7% | -16.3% | +716.0% | +708.9% |
| All | +27.6% | -64.6% | +92.1% | +91.8% |
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