-79.4%
SNAP vs KMX
-16.6%
-62.7%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +5.1% | -3.3% | -0.2% |
| 7D | -7.3% | -4.1% | -3.2% | -5.7% |
| 30D | -18.9% | +2.9% | -21.8% | -20.1% |
| 3M | -5.3% | -7.0% | +1.7% | -3.0% |
| 6M | -16.9% | +34.1% | -51.1% | -27.8% |
| YTD | -37.4% | +40.0% | -77.5% | -48.1% |
| 1Y | -38.5% | +67.2% | -105.7% | -53.0% |
| 3Y | -55.1% | -13.4% | -41.6% | -56.4% |
| 5Y | -90.8% | -65.1% | -25.7% | -87.3% |
| All | -79.4% | -16.6% | -62.7% | -80.2% |
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