+150.5%
SPMO vs KMX
-54.8%
+205.3%
-22.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.3% | -0.8% | +0.3% |
| 7D | -0.9% | -3.1% | +2.2% | -0.4% |
| 30D | -1.9% | +4.4% | -6.4% | -2.7% |
| 3M | -1.4% | +18.9% | -20.3% | -4.6% |
| 6M | +25.5% | +44.3% | -18.8% | +16.6% |
| YTD | +24.8% | +58.7% | -33.9% | +13.6% |
| 1Y | +24.5% | +0.1% | +24.4% | +22.0% |
| 3Y | +157.1% | -24.4% | +181.6% | +161.0% |
| All | +150.5% | -54.8% | +205.3% | +178.4% |
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