+286.6%
SONY vs KMX
+11.6%
+275.0%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.3% | +0.3% | +1.3% |
| 7D | -2.7% | -3.1% | +0.4% | -2.0% |
| 30D | +1.5% | +4.4% | -2.9% | +0.6% |
| 3M | +13.0% | +18.9% | -5.9% | +8.6% |
| 6M | +11.2% | +44.3% | -33.1% | +1.7% |
| YTD | -6.6% | +58.7% | -65.3% | -16.9% |
| 1Y | -18.1% | +0.1% | -18.2% | -20.4% |
| 3Y | +42.1% | -24.4% | +66.5% | +43.4% |
| 5Y | +11.0% | -54.4% | +65.5% | +21.9% |
| All | +286.6% | +11.6% | +275.0% | +241.1% |
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 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