+32.8%
SPG vs KMX
+60.9%
-28.1%
-15.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.6% | +0.7% | +0.2% |
| 7D | +2.7% | -2.3% | +5.0% | +2.9% |
| 30D | +16.6% | +6.3% | +10.2% | +15.8% |
| 3M | +8.1% | -7.4% | +15.5% | +8.5% |
| 6M | +19.3% | +37.9% | -18.6% | +15.9% |
| YTD | +31.1% | +39.5% | -8.4% | +24.8% |
| 1Y | +32.8% | +57.9% | -25.1% | +22.8% |
| All | +32.8% | +60.9% | -28.1% | +22.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling