+1,872.3%
SGI vs KMX
+312.3%
+1,560.0%
-89.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.0% | -0.5% | 0.0% |
| 7D | +8.5% | +1.9% | +6.6% | +7.6% |
| 30D | +0.7% | +11.7% | -11.0% | -4.9% |
| 3M | +0.6% | +34.9% | -34.3% | -14.7% |
| 6M | -17.9% | +50.3% | -68.2% | -35.1% |
| YTD | -21.2% | +63.8% | -85.0% | -40.8% |
| 1Y | -18.9% | +3.8% | -22.7% | -27.4% |
| 3Y | +52.6% | -24.3% | +76.9% | +54.2% |
| 5Y | +60.7% | -50.2% | +110.9% | +91.7% |
| 10Y | +278.1% | +5.4% | +272.7% | +194.3% |
| All | +1,872.3% | +312.3% | +1,560.0% | +535.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling