-25.2%
SWKS vs KMX
-23.7%
-1.5%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +1.0% | +2.5% | +3.2% |
| 7D | +12.5% | +1.9% | +10.6% | +11.9% |
| 30D | +10.5% | +11.7% | -1.2% | +6.9% |
| 3M | -7.4% | +34.9% | -42.3% | -15.7% |
| 6M | +32.7% | +50.3% | -17.6% | +15.1% |
| YTD | +19.2% | +63.8% | -44.6% | -0.7% |
| 1Y | +2.4% | +3.8% | -1.5% | -0.6% |
| All | -25.2% | -23.7% | -1.5% | -25.4% |
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