+3,108.1%
SPG vs KMX
+475.4%
+2,632.7%
-77.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.0% | -2.0% | -1.2% |
| 7D | -2.4% | +1.9% | -4.3% | -2.8% |
| 30D | -6.8% | +11.7% | -18.5% | -9.3% |
| 3M | +2.7% | +34.9% | -32.2% | -4.8% |
| 6M | +5.5% | +50.3% | -44.8% | -5.4% |
| YTD | +15.7% | +63.8% | -48.1% | +1.1% |
| 1Y | +20.9% | +3.8% | +17.0% | +15.3% |
| 3Y | +112.4% | -24.3% | +136.7% | +113.7% |
| 5Y | +101.4% | -50.2% | +151.6% | +116.9% |
| 10Y | +60.6% | +5.4% | +55.3% | +48.6% |
| All | +3,108.1% | +475.4% | +2,632.7% | +2,096.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling