+407.5%
SIMO vs KMX
+6.5%
+401.0%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.1% | -1.9% | -1.8% |
| 7D | -16.0% | +1.5% | -17.5% | -16.2% |
| 30D | -35.8% | +3.0% | -38.8% | -36.4% |
| 3M | -26.5% | -7.8% | -18.7% | -25.7% |
| 6M | -33.0% | +34.3% | -67.3% | -38.3% |
| YTD | +84.3% | +40.2% | +44.1% | +65.8% |
| 1Y | +82.0% | +63.0% | +19.0% | +57.5% |
| 3Y | +218.5% | -14.5% | +233.0% | +213.7% |
| 5Y | +175.0% | -64.3% | +239.4% | +224.0% |
| 10Y | +407.5% | +2.8% | +404.7% | +324.6% |
| All | +407.5% | +6.5% | +401.0% | +324.6% |
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 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