+86.5%
SPG vs KMX
-64.7%
+151.2%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.1% | +0.5% | +0.6% |
| 7D | +5.6% | +1.5% | +4.1% | +5.1% |
| 30D | +17.6% | +3.0% | +14.6% | +16.5% |
| 3M | +7.5% | -7.8% | +15.3% | +9.1% |
| 6M | +18.5% | +34.3% | -15.8% | +8.2% |
| YTD | +30.9% | +40.2% | -9.3% | +15.9% |
| 1Y | +34.1% | +63.0% | -28.9% | +13.3% |
| 3Y | +135.5% | -14.5% | +150.0% | +130.9% |
| 5Y | +86.5% | -64.3% | +150.9% | +151.3% |
| All | +86.5% | -64.7% | +151.2% | +151.3% |
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