+113.8%
SYY vs KMX
+11.6%
+102.2%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.3% | -0.2% | +0.7% |
| 7D | +3.9% | -3.1% | +7.1% | +4.9% |
| 30D | -1.7% | +4.4% | -6.2% | -3.1% |
| 3M | +5.2% | +18.9% | -13.7% | -0.8% |
| 6M | -0.2% | +44.3% | -44.5% | -12.1% |
| YTD | +15.4% | +58.7% | -43.3% | -2.1% |
| 1Y | +5.6% | +0.1% | +5.5% | +1.1% |
| 3Y | +28.9% | -24.4% | +53.3% | +29.2% |
| 5Y | +24.1% | -54.4% | +78.5% | +43.6% |
| All | +113.8% | +11.6% | +102.2% | +69.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling