+29.6%
SNOW vs KMX
-42.0%
+71.5%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.3% | -1.5% | -0.7% |
| 7D | -2.4% | -3.1% | +0.7% | -1.4% |
| 30D | -1.0% | +4.4% | -5.4% | -2.6% |
| 3M | +36.9% | +18.9% | +18.0% | +27.8% |
| 6M | +83.4% | +44.3% | +39.1% | +57.8% |
| YTD | +50.0% | +58.7% | -8.7% | +23.7% |
| 1Y | +46.5% | +0.1% | +46.4% | +40.2% |
| 3Y | +93.3% | -24.4% | +117.8% | +99.6% |
| 5Y | +3.3% | -54.4% | +57.7% | +19.1% |
| All | +29.6% | -42.0% | +71.5% | +48.5% |
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