+48.3%
SRE vs KMX
-54.8%
+103.1%
-31.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.4% | -1.6% | -1.2% |
| 7D | -0.7% | -3.4% | +2.7% | -0.3% |
| 30D | -1.7% | +4.0% | -5.8% | -2.2% |
| 3M | -7.1% | +24.8% | -31.8% | -9.6% |
| 6M | -8.4% | +43.6% | -52.0% | -12.8% |
| YTD | -3.5% | +56.6% | -60.1% | -9.5% |
| 1Y | +5.4% | +2.2% | +3.1% | +4.0% |
| 3Y | +29.5% | -25.4% | +55.0% | +31.7% |
| 5Y | +48.3% | -55.0% | +103.3% | +54.5% |
| All | +48.3% | -54.8% | +103.1% | +54.5% |
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