+319.5%
SN vs KMX
-23.3%
+342.8%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.0% | -2.1% | -1.3% |
| 7D | -9.3% | +1.9% | -11.2% | -9.8% |
| 30D | -4.8% | +11.7% | -16.5% | -7.9% |
| 3M | +40.4% | +34.9% | +5.5% | +27.7% |
| 6M | +50.9% | +50.3% | +0.7% | +31.7% |
| YTD | +54.9% | +63.8% | -8.9% | +30.4% |
| 1Y | +43.0% | +3.8% | +39.2% | +39.5% |
| 3Y | +391.8% | -24.3% | +416.1% | +411.1% |
| All | +319.5% | -23.3% | +342.8% | +335.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling