+455.3%
SN vs KMX
-34.4%
+489.8%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +5.1% | -2.2% | +1.5% |
| 7D | +7.6% | -4.1% | +11.7% | +8.8% |
| 30D | +24.1% | +2.9% | +21.2% | +22.9% |
| 3M | +23.7% | -7.0% | +30.7% | +25.5% |
| 6M | +105.5% | +34.1% | +71.4% | +85.9% |
| YTD | +105.1% | +40.0% | +65.1% | +79.7% |
| 1Y | +148.3% | +67.2% | +81.1% | +105.6% |
| 3Y | +438.7% | -13.4% | +452.1% | +476.1% |
| All | +455.3% | -34.4% | +489.8% | +500.7% |
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