+196.3%
SO vs KMX
+2.4%
+193.9%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.6% | +0.8% | +0.3% |
| 7D | +0.8% | -2.3% | +3.0% | +1.0% |
| 30D | +7.8% | +6.3% | +1.5% | +6.9% |
| 3M | +2.9% | -7.4% | +10.3% | +3.6% |
| 6M | +2.5% | +37.9% | -35.4% | -2.2% |
| YTD | +10.3% | +39.5% | -29.2% | +4.1% |
| 1Y | +6.4% | +57.9% | -51.5% | -1.5% |
| 3Y | +52.8% | -15.0% | +67.8% | +49.2% |
| 5Y | +78.7% | -64.1% | +142.8% | +98.9% |
| 10Y | +196.3% | -1.6% | +197.9% | +168.4% |
| All | +196.3% | +2.4% | +193.9% | +168.4% |
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