+115.9%
SPG vs KMX
+2.4%
+113.6%
-75.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.6% | +0.7% | +0.3% |
| 7D | +2.7% | -2.3% | +5.0% | +3.6% |
| 30D | +16.6% | +6.3% | +10.2% | +13.3% |
| 3M | +8.1% | -7.4% | +15.5% | +10.5% |
| 6M | +19.3% | +37.9% | -18.6% | +1.9% |
| YTD | +31.1% | +39.5% | -8.4% | +8.1% |
| 1Y | +32.8% | +57.9% | -25.1% | +3.1% |
| 3Y | +135.8% | -15.0% | +150.8% | +121.3% |
| 5Y | +85.1% | -64.1% | +149.2% | +158.6% |
| 10Y | +115.9% | -1.6% | +117.6% | +74.5% |
| All | +115.9% | +2.4% | +113.6% | +74.5% |
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