+8.0%
KMX vs SPY
+322.5%
-314.5%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.9% | +0.5% | +0.3% |
| 7D | -3.1% | -0.8% | -2.3% | -2.2% |
| 30D | +4.4% | -1.1% | +5.5% | +5.8% |
| 3M | +18.9% | +3.9% | +15.0% | +13.7% |
| 6M | +44.3% | +13.6% | +30.7% | +23.6% |
| YTD | +58.7% | +12.7% | +46.0% | +37.6% |
| 1Y | +0.1% | +17.5% | -17.4% | -17.0% |
| 3Y | -24.4% | +76.9% | -101.3% | -61.3% |
| 5Y | -54.4% | +83.6% | -138.0% | -77.2% |
| All | +8.0% | +322.5% | -314.5% | -77.7% |
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