+44.4%
SITM vs KMX
+35.0%
+9.4%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.4% | +3.3% | -12.7% | -9.3% |
| 7D | -19.5% | +2.1% | -21.7% | -19.5% |
| 30D | -43.2% | +0.5% | -43.7% | -43.1% |
| 3M | -30.8% | -4.1% | -26.7% | -30.7% |
| 6M | -28.6% | +49.5% | -78.1% | -25.6% |
| YTD | +14.2% | +42.7% | -28.5% | +25.3% |
| 1Y | +44.4% | +35.3% | +9.1% | +59.8% |
| All | +44.4% | +35.0% | +9.4% | +59.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling