+675.0%
SNPS vs KMX
+2.4%
+672.6%
-43.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.6% | +1.0% | +0.6% |
| 7D | -0.2% | -2.3% | +2.1% | +0.4% |
| 30D | -8.0% | +6.3% | -14.4% | -9.7% |
| 3M | +12.5% | -7.4% | +19.8% | +13.9% |
| 6M | -10.5% | +37.9% | -48.4% | -19.7% |
| YTD | -1.6% | +39.5% | -41.1% | -13.0% |
| 1Y | +16.8% | +57.9% | -41.0% | -0.6% |
| 3Y | -10.9% | -15.0% | +4.0% | -12.5% |
| 5Y | +35.8% | -64.1% | +99.9% | +63.8% |
| 10Y | +675.0% | -1.6% | +676.6% | +600.5% |
| All | +675.0% | +2.4% | +672.6% | +600.5% |
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