+52.5%
SO vs KMX
-14.1%
+66.6%
-15.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.1% | -0.1% | +0.1% |
| 7D | -0.1% | +1.5% | -1.6% | -0.1% |
| 30D | +8.7% | +3.0% | +5.7% | +8.6% |
| 3M | +3.4% | -7.8% | +11.2% | +3.4% |
| 6M | +3.7% | +34.3% | -30.6% | +3.2% |
| YTD | +10.0% | +40.2% | -30.2% | +9.1% |
| 1Y | +6.6% | +63.0% | -56.4% | +5.1% |
| 3Y | +52.5% | -14.5% | +67.0% | +49.0% |
| All | +52.5% | -14.1% | +66.6% | +49.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling