-43.6%
SWKS vs KMX
-66.8%
+23.2%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -2.1% | +3.3% | +1.9% |
| 7D | -6.2% | -7.4% | +1.2% | -4.0% |
| 30D | -1.5% | -3.4% | +1.9% | -0.7% |
| 3M | +23.0% | -11.3% | +34.3% | +26.8% |
| 6M | +27.6% | +30.6% | -3.0% | +14.3% |
| YTD | +32.3% | +33.2% | -0.9% | +14.6% |
| 1Y | +20.1% | +66.7% | -46.6% | -4.7% |
| 3Y | +0.6% | -22.1% | +22.7% | +3.1% |
| All | -43.6% | -66.8% | +23.2% | -21.5% |
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