-41.8%
SIRI vs KMX
-54.8%
+13.0%
-73.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.3% | -0.4% | +0.7% |
| 7D | +0.6% | -3.1% | +3.7% | +1.2% |
| 30D | +2.5% | +4.4% | -1.9% | +1.5% |
| 3M | +6.6% | +18.9% | -12.3% | +2.5% |
| 6M | +32.9% | +44.3% | -11.4% | +21.8% |
| YTD | +50.5% | +58.7% | -8.2% | +34.1% |
| 1Y | +28.0% | +0.1% | +27.9% | +24.7% |
| 3Y | -22.4% | -24.4% | +2.0% | -21.3% |
| All | -41.8% | -54.8% | +13.0% | -37.7% |
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 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