+32.8%
SNOW vs KMX
-40.1%
+72.9%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | +1.0% | -6.4% | -5.8% |
| 7D | +2.8% | +1.9% | +0.9% | +2.2% |
| 30D | +6.4% | +11.7% | -5.3% | +2.4% |
| 3M | +38.1% | +34.9% | +3.2% | +23.3% |
| 6M | +100.4% | +50.3% | +50.1% | +70.2% |
| YTD | +53.7% | +63.8% | -10.1% | +25.5% |
| 1Y | +52.0% | +3.8% | +48.1% | +43.5% |
| 3Y | +114.7% | -24.3% | +138.9% | +122.3% |
| 5Y | +8.8% | -50.2% | +59.0% | +24.1% |
| All | +32.8% | -40.1% | +72.9% | +50.6% |
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 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