+125.0%
SU vs KMX
-25.1%
+150.1%
-22.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.3% | -1.5% | -0.3% |
| 7D | +2.2% | -3.1% | +5.3% | +2.5% |
| 30D | +8.4% | +4.4% | +4.0% | +7.9% |
| 3M | +12.1% | +18.9% | -6.8% | +10.1% |
| 6M | +19.7% | +44.3% | -24.6% | +15.0% |
| YTD | +58.4% | +58.7% | -0.3% | +49.9% |
| 1Y | +67.2% | +0.1% | +67.1% | +69.0% |
| 3Y | +125.0% | -24.4% | +149.5% | +134.8% |
| All | +125.0% | -25.1% | +150.1% | +134.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling