-53.0%
SWKS vs KMX
-50.1%
-3.0%
-70.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +1.0% | +2.5% | +3.2% |
| 7D | +12.5% | +1.9% | +10.6% | +11.8% |
| 30D | +10.5% | +11.7% | -1.2% | +6.5% |
| 3M | -7.4% | +34.9% | -42.3% | -16.7% |
| 6M | +32.7% | +50.3% | -17.6% | +13.3% |
| YTD | +19.2% | +63.8% | -44.6% | -2.4% |
| 1Y | +2.4% | +3.8% | -1.5% | -2.9% |
| 3Y | -25.6% | -24.3% | -1.3% | -22.4% |
| All | -53.0% | -50.1% | -3.0% | -46.5% |
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