+329.4%
SONY vs KMX
+450.6%
-121.3%
-93.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -4.3% | +0.1% | -3.5% |
| 7D | -5.2% | -0.7% | -4.5% | -5.0% |
| 30D | +0.3% | +4.1% | -3.8% | -0.4% |
| 3M | +6.2% | +27.5% | -21.3% | +1.6% |
| 6M | +9.5% | +43.6% | -34.0% | +2.0% |
| YTD | -8.1% | +56.8% | -64.8% | -16.0% |
| 1Y | -17.9% | -1.3% | -16.6% | -20.0% |
| 3Y | +41.5% | -25.4% | +66.9% | +41.8% |
| 5Y | +11.8% | -53.9% | +65.7% | +18.5% |
| 10Y | +275.4% | +0.7% | +274.7% | +238.5% |
| All | +329.4% | +450.6% | -121.3% | +167.8% |
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