+53.3%
SGI vs KMX
-26.3%
+79.7%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.5% | -1.4% | -1.8% |
| 7D | +0.6% | -1.9% | +2.5% | +1.1% |
| 30D | +5.5% | +2.6% | +3.0% | +4.7% |
| 3M | -3.6% | +25.6% | -29.2% | -10.1% |
| 6M | -15.0% | +41.9% | -56.9% | -24.3% |
| YTD | -23.0% | +56.0% | -79.1% | -33.3% |
| 1Y | -18.4% | -1.8% | -16.6% | -17.9% |
| All | +53.3% | -26.3% | +79.7% | +57.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling