+309.7%
SN vs KMX
-27.0%
+336.6%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -0.5% | -2.9% | -3.2% |
| 7D | -3.4% | -1.9% | -1.5% | -2.9% |
| 30D | -9.1% | +2.6% | -11.6% | -9.9% |
| 3M | +31.8% | +25.6% | +6.2% | +22.3% |
| 6M | +52.0% | +41.9% | +10.2% | +34.8% |
| YTD | +51.3% | +56.0% | -4.7% | +29.0% |
| 1Y | +46.9% | -1.8% | +48.6% | +45.7% |
| 3Y | +394.9% | -25.7% | +420.7% | +424.0% |
| All | +309.7% | -27.0% | +336.6% | +331.4% |
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