+259.2%
SGI vs KMX
+10.2%
+249.1%
-74.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +0.4% | -3.5% | -3.3% |
| 7D | -4.9% | -3.4% | -1.5% | -3.3% |
| 30D | +1.6% | +4.0% | -2.4% | -0.5% |
| 3M | -3.2% | +24.8% | -28.0% | -14.7% |
| 6M | -16.0% | +43.6% | -59.7% | -32.2% |
| YTD | -25.4% | +56.6% | -82.0% | -43.0% |
| 1Y | -21.6% | +2.2% | -23.8% | -28.7% |
| 3Y | +52.9% | -25.4% | +78.3% | +58.0% |
| 5Y | +47.5% | -55.0% | +102.5% | +95.6% |
| All | +259.2% | +10.2% | +249.1% | +169.2% |
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