+3.6%
SNOW vs KMX
-54.2%
+57.7%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.5% | -0.7% | -1.0% |
| 7D | +8.4% | -1.9% | +10.2% | +9.2% |
| 30D | -1.0% | +2.6% | -3.5% | -2.1% |
| 3M | +38.3% | +25.6% | +12.7% | +25.1% |
| 6M | +81.3% | +41.9% | +39.4% | +54.0% |
| YTD | +51.1% | +56.0% | -4.9% | +22.1% |
| 1Y | +47.0% | -1.8% | +48.7% | +41.0% |
| 3Y | +99.7% | -25.7% | +125.5% | +108.5% |
| 5Y | +3.6% | -54.7% | +58.3% | +44.6% |
| All | +3.6% | -54.2% | +57.7% | +44.6% |
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