+227.4%
SIMO vs KMX
-16.1%
+243.5%
-53.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +5.1% | +0.6% | +4.8% |
| 7D | -8.2% | -4.1% | -4.1% | -7.5% |
| 30D | -34.6% | +2.9% | -37.5% | -35.1% |
| 3M | -32.6% | -7.0% | -25.6% | -32.1% |
| 6M | -31.8% | +34.1% | -66.0% | -37.1% |
| YTD | +87.6% | +40.0% | +47.6% | +68.0% |
| 1Y | +86.7% | +67.2% | +19.5% | +58.8% |
| 3Y | +227.4% | -13.4% | +240.9% | +248.0% |
| All | +227.4% | -16.1% | +243.5% | +248.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling