+102.0%
SPG vs KMX
-54.2%
+156.2%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -0.5% | -3.0% | -3.4% |
| 7D | -2.7% | -1.9% | -0.8% | -2.3% |
| 30D | -7.3% | +2.6% | -9.8% | -8.0% |
| 3M | -3.5% | +25.6% | -29.1% | -9.7% |
| 6M | +8.5% | +41.9% | -33.4% | -2.9% |
| YTD | +13.0% | +56.0% | -43.0% | -2.4% |
| 1Y | +18.0% | -1.8% | +19.8% | +15.0% |
| 3Y | +104.5% | -25.7% | +130.2% | +111.5% |
| 5Y | +102.0% | -54.7% | +156.8% | +143.4% |
| All | +102.0% | -54.2% | +156.2% | +143.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling