+6,651.2%
SPGI vs KMX
+389.9%
+6,261.3%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.6% | +0.9% | +0.5% |
| 7D | -1.4% | -2.3% | +0.9% | -1.0% |
| 30D | +15.3% | +6.3% | +9.0% | +13.9% |
| 3M | +16.5% | -7.4% | +23.9% | +17.9% |
| 6M | +19.8% | +37.9% | -18.1% | +12.0% |
| YTD | -3.2% | +39.5% | -42.7% | -10.5% |
| 1Y | +1.8% | +57.9% | -56.1% | -8.1% |
| 3Y | +30.6% | -15.0% | +45.5% | +28.2% |
| 5Y | +16.0% | -64.1% | +80.1% | +29.5% |
| 10Y | +338.6% | -1.6% | +340.2% | +297.8% |
| All | +6,651.2% | +389.9% | +6,261.3% | +4,852.8% |
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