+58.7%
SO vs KMX
-52.4%
+111.1%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -4.3% | +5.3% | +1.2% |
| 7D | +1.0% | -0.7% | +1.7% | +1.0% |
| 30D | -3.2% | +4.1% | -7.3% | -3.4% |
| 3M | -1.7% | +27.5% | -29.2% | -3.2% |
| 6M | -7.2% | +43.6% | -50.8% | -9.4% |
| YTD | +4.6% | +56.8% | -52.2% | +1.2% |
| 1Y | +1.2% | -1.3% | +2.5% | +1.0% |
| 3Y | +45.3% | -25.4% | +70.7% | +46.2% |
| 5Y | +58.7% | -53.9% | +112.6% | +60.1% |
| All | +58.7% | -52.4% | +111.1% | +60.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling