-79.6%
SNAP vs KMX
-16.5%
-63.1%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.1% | -1.1% | -1.0% |
| 7D | -10.6% | +1.5% | -12.1% | -10.9% |
| 30D | -19.7% | +3.0% | -22.7% | -20.9% |
| 3M | -6.5% | -7.8% | +1.3% | -4.0% |
| 6M | -17.8% | +34.3% | -52.1% | -28.6% |
| YTD | -38.0% | +40.2% | -78.3% | -48.6% |
| 1Y | -42.5% | +63.0% | -105.4% | -55.6% |
| 3Y | -55.8% | -14.5% | -41.3% | -56.9% |
| 5Y | -90.5% | -64.3% | -26.2% | -87.1% |
| All | -79.6% | -16.5% | -63.1% | -80.4% |
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