+118.2%
SRE vs KMX
+11.6%
+106.6%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.3% | -2.1% | -1.0% |
| 7D | -0.8% | -3.1% | +2.3% | -0.3% |
| 30D | -3.0% | +4.4% | -7.4% | -3.9% |
| 3M | -8.3% | +18.9% | -27.2% | -11.6% |
| 6M | -8.9% | +44.3% | -53.2% | -16.1% |
| YTD | -4.3% | +58.7% | -63.0% | -14.0% |
| 1Y | +2.7% | +0.1% | +2.6% | +0.1% |
| 3Y | +28.7% | -24.4% | +53.1% | +29.8% |
| 5Y | +47.1% | -54.4% | +101.6% | +61.2% |
| All | +118.2% | +11.6% | +106.6% | +102.0% |
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 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