-26.1%
SNOW vs KMX
-64.6%
+38.5%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +1.2% | -3.8% | -3.0% |
| 7D | +5.5% | +3.4% | +2.1% | +4.2% |
| 30D | -13.2% | +6.8% | -20.0% | -15.8% |
| 3M | -13.7% | -11.4% | -2.4% | -10.6% |
| 6M | +91.0% | +43.6% | +47.4% | +61.6% |
| YTD | +32.7% | +37.7% | -5.1% | +10.8% |
| 1Y | +13.3% | +53.0% | -39.7% | -10.2% |
| 3Y | +83.4% | -16.3% | +99.7% | +75.0% |
| All | -26.1% | -64.6% | +38.5% | +52.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling