+5.0%
SYK vs KMX
-55.4%
+60.4%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.4% | -2.3% | -2.0% |
| 7D | -12.3% | -3.4% | -8.9% | -11.8% |
| 30D | -22.4% | +4.0% | -26.5% | -22.9% |
| 3M | -12.3% | +24.8% | -37.1% | -15.7% |
| 6M | -24.3% | +43.6% | -67.9% | -29.3% |
| YTD | -22.8% | +56.6% | -79.4% | -29.3% |
| 1Y | -28.8% | +2.2% | -31.0% | -30.3% |
| 3Y | -4.0% | -25.4% | +21.5% | -2.4% |
| All | +5.0% | -55.4% | +60.4% | +16.3% |
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