+660.9%
SNPS vs KMX
-2.3%
+663.3%
-43.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +1.2% | -2.8% | -1.9% |
| 7D | +1.1% | +3.4% | -2.3% | +0.2% |
| 30D | -5.2% | +6.8% | -12.0% | -7.0% |
| 3M | +10.6% | -11.4% | +21.9% | +13.3% |
| 6M | -10.6% | +43.6% | -54.2% | -20.7% |
| YTD | -3.1% | +37.7% | -40.8% | -14.1% |
| 1Y | +15.6% | +53.0% | -37.4% | -0.9% |
| 3Y | -12.9% | -16.3% | +3.4% | -14.2% |
| 5Y | +31.2% | -64.2% | +95.4% | +58.4% |
| All | +660.9% | -2.3% | +663.3% | +591.9% |
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