+162.0%
SO vs KMX
+3.6%
+158.4%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.5% | -0.3% | -0.7% |
| 7D | 0.0% | -1.9% | +1.9% | +0.2% |
| 30D | -2.5% | +2.6% | -5.1% | -2.8% |
| 3M | -4.2% | +25.6% | -29.8% | -7.1% |
| 6M | -7.7% | +41.9% | -49.5% | -12.3% |
| YTD | +3.8% | +56.0% | -52.2% | -3.1% |
| 1Y | +0.1% | -1.8% | +1.8% | -1.3% |
| 3Y | +44.2% | -25.7% | +69.9% | +44.9% |
| 5Y | +57.9% | -54.7% | +112.6% | +68.1% |
| 10Y | +162.0% | +9.2% | +152.8% | +137.9% |
| All | +162.0% | +3.6% | +158.4% | +137.9% |
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