+3,747.5%
SWKS vs KMX
+475.4%
+3,272.1%
-96.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +7.2% |
| 3M | -7.4% | +34.9% | -42.3% | -15.0% |
| 6M | +32.7% | +50.3% | -17.6% | +17.0% |
| YTD | +19.2% | +63.8% | -44.6% | +2.0% |
| 1Y | +2.4% | +3.8% | -1.5% | -2.8% |
| 3Y | -25.6% | -24.3% | -1.3% | -24.3% |
| 5Y | -53.4% | -50.2% | -3.2% | -48.8% |
| 10Y | +23.2% | +5.4% | +17.8% | +8.4% |
| All | +3,747.5% | +475.4% | +3,272.1% | +1,983.9% |
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