+6,594.1%
SPGI vs KMX
+391.9%
+6,202.2%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +5.1% | -4.4% | -0.2% |
| 7D | -0.9% | -4.1% | +3.2% | -0.1% |
| 30D | +15.5% | +2.9% | +12.7% | +14.8% |
| 3M | +15.7% | -7.0% | +22.7% | +16.9% |
| 6M | +19.1% | +34.1% | -15.1% | +11.9% |
| YTD | -4.1% | +40.0% | -44.1% | -11.3% |
| 1Y | +1.2% | +67.2% | -66.0% | -9.6% |
| 3Y | +31.6% | -13.4% | +45.0% | +28.8% |
| 5Y | +12.4% | -65.1% | +77.5% | +26.1% |
| 10Y | +334.3% | +6.9% | +327.4% | +288.5% |
| All | +6,594.1% | +391.9% | +6,202.2% | +4,807.4% |
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 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