+22.0%
SPGI vs KMX
-22.2%
+44.2%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +1.0% | -2.6% | -1.7% |
| 7D | +0.1% | +1.9% | -1.8% | -0.1% |
| 30D | +8.4% | +11.7% | -3.3% | +6.7% |
| 3M | +11.8% | +34.9% | -23.1% | +6.6% |
| 6M | +5.7% | +50.3% | -44.6% | -1.5% |
| YTD | -9.7% | +63.8% | -73.5% | -17.3% |
| 1Y | -12.5% | +3.8% | -16.3% | -13.9% |
| All | +22.0% | -22.2% | +44.2% | +19.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling