-14.6%
SNPS vs KMX
-25.6%
+11.0%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -4.3% | +3.8% | +0.4% |
| 7D | -5.5% | -0.7% | -4.8% | -5.4% |
| 30D | -5.8% | +4.1% | -9.9% | -6.6% |
| 3M | -17.2% | +27.5% | -44.7% | -21.9% |
| 6M | -10.4% | +43.6% | -53.9% | -18.5% |
| YTD | -16.5% | +56.8% | -73.3% | -25.9% |
| 1Y | -35.6% | -1.3% | -34.3% | -35.9% |
| 3Y | -14.6% | -25.4% | +10.8% | -14.2% |
| All | -14.6% | -25.6% | +11.0% | -14.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling