+63.7%
SPG vs KMX
+3.6%
+60.1%
-75.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.5% | -2.0% | -2.2% |
| 7D | -1.7% | -1.9% | +0.2% | -1.0% |
| 30D | -6.3% | +2.6% | -8.8% | -7.4% |
| 3M | -2.4% | +25.6% | -28.0% | -12.3% |
| 6M | +9.6% | +41.9% | -32.2% | -7.9% |
| YTD | +14.2% | +56.0% | -41.8% | -9.2% |
| 1Y | +19.3% | -1.8% | +21.1% | +12.3% |
| 3Y | +106.7% | -25.7% | +132.4% | +109.8% |
| 5Y | +104.2% | -54.7% | +159.0% | +151.4% |
| 10Y | +63.7% | +9.2% | +54.5% | +29.0% |
| All | +63.7% | +3.6% | +60.1% | +29.0% |
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 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