+270.1%
SIMO vs KMX
-50.1%
+320.2%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.7% | +1.0% | +7.7% | +8.5% |
| 7D | +4.2% | +1.9% | +2.3% | +3.9% |
| 30D | +4.1% | +11.7% | -7.6% | +2.0% |
| 3M | -12.9% | +34.9% | -47.8% | -18.0% |
| 6M | +110.3% | +50.3% | +60.1% | +92.0% |
| YTD | +178.6% | +63.8% | +114.8% | +148.7% |
| 1Y | +220.0% | +3.8% | +216.2% | +210.4% |
| 3Y | +409.0% | -24.3% | +433.3% | +419.4% |
| All | +270.1% | -50.1% | +320.2% | +313.6% |
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 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