-54.7%
KMX vs SPY
+81.0%
-135.7%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.5% | 0.0% | +0.1% |
| 7D | -1.9% | -0.4% | -1.5% | -1.4% |
| 30D | +2.6% | -1.4% | +3.9% | +4.5% |
| 3M | +25.6% | +3.7% | +21.9% | +19.8% |
| 6M | +41.9% | +13.0% | +28.9% | +20.4% |
| YTD | +56.0% | +12.4% | +43.6% | +33.7% |
| 1Y | -1.8% | +18.5% | -20.3% | -21.1% |
| 3Y | -25.7% | +77.6% | -103.4% | -65.5% |
| 5Y | -54.7% | +81.7% | -136.4% | -79.7% |
| All | -54.7% | +81.0% | -135.7% | -79.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling