+296.4%
SPGI vs KMX
+3.6%
+292.8%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -0.5% | -2.1% | -2.4% |
| 7D | -3.1% | -1.9% | -1.2% | -2.6% |
| 30D | +2.0% | +2.6% | -0.5% | +1.4% |
| 3M | +4.3% | +25.6% | -21.3% | -2.1% |
| 6M | -0.2% | +41.9% | -42.1% | -9.9% |
| YTD | -14.8% | +56.0% | -70.8% | -25.4% |
| 1Y | -18.5% | -1.8% | -16.8% | -21.0% |
| 3Y | +16.0% | -25.7% | +41.7% | +17.5% |
| 5Y | +2.2% | -54.7% | +57.0% | +14.3% |
| 10Y | +296.4% | +9.2% | +287.3% | +237.4% |
| All | +296.4% | +3.6% | +292.8% | +237.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling