+2,103.3%
SNPS vs KMX
+378.0%
+1,725.3%
-60.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.4% | +2.6% | +0.5% |
| 7D | +5.1% | 0.0% | +5.1% | +5.1% |
| 30D | -6.4% | +3.5% | -9.9% | -7.2% |
| 3M | +12.2% | -10.4% | +22.7% | +13.9% |
| 6M | -9.8% | +37.6% | -47.5% | -15.8% |
| YTD | -1.5% | +36.1% | -37.6% | -8.4% |
| 1Y | +16.0% | +52.8% | -36.7% | +5.5% |
| 3Y | -10.8% | -17.0% | +6.2% | -11.4% |
| 5Y | +33.3% | -64.7% | +98.0% | +49.4% |
| 10Y | +675.9% | -4.0% | +680.0% | +619.2% |
| All | +2,103.3% | +378.0% | +1,725.3% | +1,293.3% |
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