+3,506.8%
SPG vs KMX
+383.8%
+3,123.0%
-77.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.2% | -1.5% | -0.6% |
| 7D | +2.0% | +3.4% | -1.4% | +1.2% |
| 30D | +17.2% | +6.8% | +10.4% | +15.3% |
| 3M | +6.3% | -11.4% | +17.7% | +8.8% |
| 6M | +18.7% | +43.6% | -24.9% | +7.9% |
| YTD | +30.1% | +37.7% | -7.6% | +17.9% |
| 1Y | +32.8% | +53.0% | -20.2% | +17.2% |
| 3Y | +133.6% | -16.3% | +149.9% | +129.6% |
| 5Y | +84.4% | -64.2% | +148.6% | +113.9% |
| 10Y | +114.3% | -2.8% | +117.2% | +102.6% |
| All | +3,506.8% | +383.8% | +3,123.0% | +2,460.8% |
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 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