+220.0%
SIMO vs KMX
+5.0%
+215.0%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.7% | +1.0% | +7.7% | +8.6% |
| 7D | +4.2% | +1.9% | +2.3% | +4.0% |
| 30D | +4.1% | +11.7% | -7.6% | +2.7% |
| 3M | -12.9% | +34.9% | -47.8% | -16.4% |
| 6M | +110.3% | +50.3% | +60.1% | +96.1% |
| YTD | +178.6% | +63.8% | +114.8% | +154.0% |
| 1Y | +220.0% | +3.8% | +216.2% | +229.6% |
| All | +220.0% | +5.0% | +215.0% | +229.6% |
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