+579.5%
SIMO vs KMX
+3.6%
+575.8%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -0.5% | +2.6% | +2.2% |
| 7D | +14.5% | -1.9% | +16.4% | +14.9% |
| 30D | +20.4% | +2.6% | +17.9% | +19.6% |
| 3M | +7.1% | +25.6% | -18.5% | +1.2% |
| 6M | +129.2% | +41.9% | +87.4% | +108.2% |
| YTD | +201.9% | +56.0% | +145.9% | +166.9% |
| 1Y | +235.5% | -1.8% | +237.3% | +226.5% |
| 3Y | +463.8% | -25.7% | +489.6% | +475.2% |
| 5Y | +306.7% | -54.7% | +361.4% | +352.3% |
| 10Y | +579.5% | +9.2% | +570.3% | +444.7% |
| All | +579.5% | +3.6% | +575.8% | +444.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling