-77.5%
SNAP vs KMX
-6.8%
-70.7%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +0.4% | +3.6% | +3.8% |
| 7D | -3.2% | -3.4% | +0.2% | -1.9% |
| 30D | +0.2% | +4.0% | -3.8% | -1.4% |
| 3M | +2.6% | +24.8% | -22.2% | -7.2% |
| 6M | +12.4% | +43.6% | -31.2% | -6.1% |
| YTD | -31.6% | +56.6% | -88.2% | -45.4% |
| 1Y | -21.7% | +2.2% | -23.9% | -27.5% |
| 3Y | -41.2% | -25.4% | -15.8% | -38.5% |
| 5Y | -92.6% | -55.0% | -37.6% | -90.7% |
| All | -77.5% | -6.8% | -70.7% | -79.2% |
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