-41.4%
SIRI vs KMX
+448.1%
-489.5%
-99.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.5% | -0.4% | -0.8% |
| 7D | -3.9% | -1.9% | -2.0% | -3.5% |
| 30D | -0.8% | +2.6% | -3.4% | -1.5% |
| 3M | +4.3% | +25.6% | -21.3% | -1.7% |
| 6M | +34.1% | +41.9% | -7.8% | +22.0% |
| YTD | +47.3% | +56.0% | -8.7% | +30.2% |
| 1Y | +22.9% | -1.8% | +24.7% | +19.0% |
| 3Y | -24.6% | -25.7% | +1.2% | -23.8% |
| 5Y | -43.2% | -54.7% | +11.6% | -38.2% |
| 10Y | -12.3% | +9.2% | -21.5% | -25.2% |
| All | -41.4% | +448.1% | -489.5% | -63.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling