+410.2%
KMX vs SPY
+1,504.9%
-1,094.7%
-93.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.3% | -1.9% | -2.0% |
| 7D | -2.3% | -0.9% | -1.4% | -1.3% |
| 30D | +6.3% | -2.4% | +8.7% | +9.1% |
| 3M | -7.4% | -1.2% | -6.2% | -6.3% |
| 6M | +37.9% | +3.3% | +34.6% | +32.9% |
| YTD | +39.5% | +12.3% | +27.2% | +22.7% |
| 1Y | +57.9% | +12.4% | +45.4% | +38.7% |
| 3Y | -15.0% | +78.8% | -93.8% | -54.5% |
| 5Y | -64.1% | +75.2% | -139.3% | -79.8% |
| 10Y | -1.6% | +311.1% | -312.7% | -77.4% |
| All | +410.2% | +1,504.9% | -1,094.7% | -62.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling