+4,789.7%
SITM vs KMX
-38.6%
+4,828.3%
-78.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +1.3% | +4.2% | +5.0% |
| 7D | +3.9% | -3.1% | +7.0% | +5.3% |
| 30D | -6.6% | +4.4% | -11.0% | -8.5% |
| 3M | -11.9% | +18.9% | -30.8% | -18.7% |
| 6M | +81.1% | +44.3% | +36.9% | +52.3% |
| YTD | +80.0% | +58.7% | +21.3% | +42.9% |
| 1Y | +145.8% | +0.1% | +145.7% | +132.2% |
| 3Y | +475.9% | -24.4% | +500.3% | +511.3% |
| 5Y | +189.2% | -54.4% | +243.6% | +270.0% |
| All | +4,789.7% | -38.6% | +4,828.3% | +5,685.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling