-6.5%
KMX vs SPY
+307.0%
-313.5%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.4% | +1.6% | +1.6% |
| 7D | +3.4% | +2.6% | +0.8% | +0.3% |
| 30D | +6.8% | -2.0% | +8.8% | +9.3% |
| 3M | -11.4% | -2.8% | -8.6% | -8.5% |
| 6M | +43.6% | +2.1% | +41.4% | +39.8% |
| YTD | +37.7% | +11.5% | +26.2% | +20.7% |
| 1Y | +53.0% | +13.5% | +39.5% | +31.4% |
| 3Y | -16.3% | +77.7% | -94.0% | -57.5% |
| 5Y | -64.2% | +72.6% | -136.8% | -80.9% |
| All | -6.5% | +307.0% | -313.5% | -80.8% |
Cumulative growth
Daily Returns
Daily percentage return beside SPY.
Daily Out/Under-Performance
Portfolio return minus SPY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPY 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 SPY 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