+100.5%
SIMO vs KMX
+35.0%
+65.5%
-45.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.6% | +3.3% | -12.9% | -9.6% |
| 7D | -16.9% | +2.1% | -19.0% | -16.9% |
| 30D | -35.4% | +0.5% | -35.9% | -35.4% |
| 3M | -31.9% | -4.1% | -27.8% | -31.8% |
| 6M | -19.3% | +49.5% | -68.8% | -22.5% |
| YTD | +98.5% | +42.7% | +55.8% | +88.3% |
| 1Y | +100.5% | +35.3% | +65.2% | +90.4% |
| All | +100.5% | +35.0% | +65.5% | +90.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling