+196.4%
SO vs KMX
-2.3%
+198.7%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +1.2% | 0.0% | +1.1% |
| 7D | +1.4% | +3.4% | -2.0% | +0.9% |
| 30D | +4.7% | +6.8% | -2.1% | +3.8% |
| 3M | +1.7% | -11.4% | +13.1% | +3.0% |
| 6M | +2.2% | +43.6% | -41.4% | -3.0% |
| YTD | +10.0% | +37.7% | -27.8% | +3.9% |
| 1Y | +6.0% | +53.0% | -46.9% | -1.4% |
| 3Y | +54.1% | -16.3% | +70.4% | +50.8% |
| 5Y | +79.6% | -64.2% | +143.9% | +99.9% |
| All | +196.4% | -2.3% | +198.7% | +167.9% |
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