+4,437.5%
SITM vs KMX
-39.7%
+4,477.1%
-78.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.5% | -1.1% | -1.3% |
| 7D | +3.7% | -1.9% | +5.6% | +4.5% |
| 30D | -14.5% | +2.6% | -17.1% | -15.6% |
| 3M | -10.6% | +25.6% | -36.1% | -19.4% |
| 6M | +65.5% | +41.9% | +23.7% | +40.1% |
| YTD | +67.0% | +56.0% | +11.0% | +33.5% |
| 1Y | +138.6% | -1.8% | +140.4% | +127.2% |
| 3Y | +421.8% | -25.7% | +447.6% | +457.9% |
| 5Y | +172.4% | -54.7% | +227.2% | +249.7% |
| All | +4,437.5% | -39.7% | +4,477.1% | +5,306.0% |
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