+1,775.4%
SNPS vs KMX
+475.4%
+1,300.1%
-60.9%
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% | -5.6% |
| 7D | -11.0% | +1.9% | -12.9% | -11.3% |
| 30D | -1.7% | +11.7% | -13.4% | -3.7% |
| 3M | -20.4% | +34.9% | -55.2% | -24.9% |
| 6M | -8.6% | +50.3% | -58.9% | -16.0% |
| YTD | -16.2% | +63.8% | -79.9% | -24.2% |
| 1Y | -34.6% | +3.8% | -38.4% | -36.6% |
| 3Y | -14.5% | -24.3% | +9.8% | -13.7% |
| 5Y | +17.0% | -50.2% | +67.2% | +24.0% |
| 10Y | +560.0% | +5.4% | +554.7% | +501.9% |
| All | +1,775.4% | +475.4% | +1,300.1% | +1,052.6% |
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