+449.1%
SN vs KMX
-34.7%
+483.8%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.6% | +0.7% | +0.3% |
| 7D | +3.5% | -2.3% | +5.8% | +4.1% |
| 30D | +19.4% | +6.3% | +13.1% | +17.3% |
| 3M | +20.9% | -7.4% | +28.3% | +22.9% |
| 6M | +111.1% | +37.9% | +73.2% | +89.4% |
| YTD | +102.8% | +39.5% | +63.3% | +77.8% |
| 1Y | +146.2% | +57.9% | +88.3% | +107.5% |
| 3Y | +441.4% | -15.0% | +456.4% | +481.2% |
| All | +449.1% | -34.7% | +483.8% | +494.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling