-22.8%
SNAP vs KMX
+5.0%
-27.8%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | +1.0% | -5.1% | -4.1% |
| 7D | +0.7% | +1.9% | -1.2% | +0.7% |
| 30D | +2.6% | +11.7% | -9.1% | +2.5% |
| 3M | -9.9% | +34.9% | -44.8% | -9.9% |
| 6M | +1.9% | +50.3% | -48.4% | +1.0% |
| YTD | -32.2% | +63.8% | -96.0% | -32.0% |
| 1Y | -22.8% | +3.8% | -26.7% | -20.3% |
| All | -22.8% | +5.0% | -27.8% | -20.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling