+4,172.1%
SWKS vs KMX
+368.0%
+3,804.1%
-96.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -2.1% | +3.3% | +1.8% |
| 7D | -6.2% | -7.4% | +1.2% | -4.4% |
| 30D | -1.5% | -3.4% | +1.9% | -0.8% |
| 3M | +23.0% | -11.3% | +34.3% | +26.2% |
| 6M | +27.6% | +30.6% | -3.0% | +17.3% |
| YTD | +32.3% | +33.2% | -0.9% | +19.0% |
| 1Y | +20.1% | +66.7% | -46.6% | +1.5% |
| 3Y | +0.6% | -22.1% | +22.7% | +1.7% |
| 5Y | -42.3% | -66.7% | +24.4% | -29.6% |
| 10Y | +35.9% | +1.9% | +34.0% | +20.6% |
| All | +4,172.1% | +368.0% | +3,804.1% | +2,331.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling