+170.0%
SIMO vs KMX
-64.6%
+234.5%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | +1.2% | -6.8% | -5.8% |
| 7D | +4.1% | +3.4% | +0.7% | +3.5% |
| 30D | -24.0% | +6.8% | -30.8% | -25.1% |
| 3M | -31.8% | -11.4% | -20.4% | -30.7% |
| 6M | -36.9% | +43.6% | -80.5% | -42.0% |
| YTD | +84.8% | +37.7% | +47.1% | +68.9% |
| 1Y | +99.0% | +53.0% | +46.0% | +77.4% |
| 3Y | +217.9% | -16.3% | +234.2% | +219.6% |
| All | +170.0% | -64.6% | +234.5% | +312.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling