+1,535.1%
SRE vs KMX
+1,325.2%
+209.9%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -4.3% | +6.0% | +2.2% |
| 7D | +1.4% | -0.7% | +2.1% | +1.5% |
| 30D | +1.9% | +4.1% | -2.2% | +1.4% |
| 3M | -3.3% | +27.5% | -30.8% | -6.2% |
| 6M | -6.4% | +43.6% | -50.0% | -10.8% |
| YTD | -1.8% | +56.8% | -58.6% | -7.7% |
| 1Y | +10.7% | -1.3% | +12.1% | +8.8% |
| 3Y | +31.8% | -25.4% | +57.2% | +32.2% |
| 5Y | +49.2% | -53.9% | +103.1% | +54.6% |
| 10Y | +118.5% | +0.7% | +117.9% | +105.0% |
| All | +1,535.1% | +1,325.2% | +209.9% | +1,128.2% |
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