+60.0%
SGI vs KMX
-52.4%
+112.4%
-58.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -4.3% | +3.9% | +1.2% |
| 7D | +9.3% | -0.7% | +10.0% | +9.6% |
| 30D | +6.9% | +4.1% | +2.8% | +5.2% |
| 3M | +2.8% | +27.5% | -24.7% | -7.2% |
| 6M | -12.6% | +43.6% | -56.2% | -25.6% |
| YTD | -21.5% | +56.8% | -78.3% | -35.8% |
| 1Y | -18.8% | -1.3% | -17.4% | -21.7% |
| 3Y | +60.8% | -25.4% | +86.2% | +70.7% |
| 5Y | +60.0% | -53.9% | +113.9% | +96.1% |
| All | +60.0% | -52.4% | +112.4% | +96.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling