+1,902.3%
SYY vs KMX
+450.6%
+1,451.7%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -4.3% | +4.0% | +0.3% |
| 7D | -2.8% | -0.7% | -2.1% | -2.7% |
| 30D | -5.3% | +4.1% | -9.4% | -5.8% |
| 3M | +5.1% | +27.5% | -22.4% | +1.3% |
| 6M | -5.0% | +43.6% | -48.6% | -10.2% |
| YTD | +10.7% | +56.8% | -46.1% | +3.1% |
| 1Y | +0.7% | -1.3% | +2.0% | -1.2% |
| 3Y | +24.0% | -25.4% | +49.4% | +24.5% |
| 5Y | +19.3% | -53.9% | +73.2% | +24.9% |
| 10Y | +96.4% | +0.7% | +95.7% | +86.5% |
| All | +1,902.3% | +450.6% | +1,451.7% | +1,576.9% |
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