+445.6%
SITM vs KMX
-26.1%
+471.7%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +0.4% | +1.7% | +2.0% |
| 7D | +4.8% | -3.4% | +8.2% | +5.9% |
| 30D | -9.7% | +4.0% | -13.7% | -10.9% |
| 3M | -9.3% | +24.8% | -34.1% | -15.3% |
| 6M | +69.5% | +43.6% | +25.9% | +51.0% |
| YTD | +70.5% | +56.6% | +13.9% | +46.7% |
| 1Y | +145.3% | +2.2% | +143.0% | +148.5% |
| All | +445.6% | -26.1% | +471.7% | +476.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling