-37.0%
SWKS vs KMX
-65.0%
+28.0%
-67.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -2.4% | +5.2% | +3.5% |
| 7D | +10.9% | 0.0% | +10.9% | +10.8% |
| 30D | +17.6% | +3.5% | +14.1% | +15.8% |
| 3M | +29.2% | -10.4% | +39.6% | +32.7% |
| 6M | +37.0% | +37.6% | -0.7% | +20.5% |
| YTD | +44.9% | +36.1% | +8.9% | +24.6% |
| 1Y | +33.8% | +52.8% | -18.9% | +9.8% |
| 3Y | +10.2% | -17.0% | +27.2% | +10.3% |
| 5Y | -37.0% | -64.7% | +27.7% | -13.8% |
| All | -37.0% | -65.0% | +28.0% | -13.8% |
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 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