+5.1%
SPGI vs KMX
-52.4%
+57.5%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -4.3% | +1.1% | -2.4% |
| 7D | -2.5% | -0.7% | -1.8% | -2.3% |
| 30D | +5.4% | +4.1% | +1.3% | +4.6% |
| 3M | +9.0% | +27.5% | -18.5% | +3.4% |
| 6M | +0.8% | +43.6% | -42.8% | -7.3% |
| YTD | -12.6% | +56.8% | -69.3% | -21.5% |
| 1Y | -16.1% | -1.3% | -14.8% | -17.8% |
| 3Y | +19.0% | -25.4% | +44.4% | +21.3% |
| 5Y | +5.1% | -53.9% | +59.0% | +14.4% |
| All | +5.1% | -52.4% | +57.5% | +14.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling