+304.8%
SGI vs KMX
-2.3%
+307.1%
-74.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.2% | -1.0% | -0.4% |
| 7D | -5.3% | +3.4% | -8.7% | -6.9% |
| 30D | -2.1% | +6.8% | -8.9% | -5.3% |
| 3M | -8.2% | -11.4% | +3.2% | -3.1% |
| 6M | -4.6% | +43.6% | -48.1% | -22.3% |
| YTD | -31.5% | +37.7% | -69.2% | -44.4% |
| 1Y | -30.8% | +53.0% | -83.8% | -47.1% |
| 3Y | +67.2% | -16.3% | +83.5% | +60.4% |
| 5Y | +42.5% | -64.2% | +106.7% | +117.7% |
| All | +304.8% | -2.3% | +307.1% | +211.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling