+2,446.7%
SO vs KMX
+475.4%
+1,971.4%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.0% | -1.8% | -0.8% |
| 7D | -0.2% | +1.9% | -2.1% | -0.3% |
| 30D | -4.6% | +11.7% | -16.3% | -5.3% |
| 3M | -3.0% | +34.9% | -37.9% | -5.1% |
| 6M | -8.3% | +50.3% | -58.5% | -11.1% |
| YTD | +3.5% | +63.8% | -60.3% | -0.4% |
| 1Y | -0.9% | +3.8% | -4.8% | -2.2% |
| 3Y | +45.4% | -24.3% | +69.6% | +45.2% |
| 5Y | +59.6% | -50.2% | +109.8% | +61.8% |
| 10Y | +156.6% | +5.4% | +151.2% | +145.2% |
| All | +2,446.7% | +475.4% | +1,971.4% | +2,150.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling