+343.3%
SPGI vs KMX
-2.3%
+345.6%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.2% | -0.1% | +0.8% |
| 7D | +1.2% | +3.4% | -2.1% | +0.4% |
| 30D | +15.9% | +6.8% | +9.1% | +13.9% |
| 3M | +12.3% | -11.4% | +23.7% | +15.2% |
| 6M | +23.7% | +43.6% | -19.9% | +11.5% |
| YTD | -3.5% | +37.7% | -41.3% | -13.3% |
| 1Y | +0.4% | +53.0% | -52.6% | -12.4% |
| 3Y | +29.9% | -16.3% | +46.2% | +26.7% |
| 5Y | +15.2% | -64.2% | +79.4% | +38.1% |
| All | +343.3% | -2.3% | +345.6% | +285.8% |
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 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