+576.6%
SPMO vs KMX
+2.8%
+573.8%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -4.3% | +4.8% | +1.3% |
| 7D | +3.4% | -0.7% | +4.1% | +3.5% |
| 30D | +0.5% | +4.1% | -3.6% | -0.4% |
| 3M | +1.9% | +27.5% | -25.6% | -3.3% |
| 6M | +27.8% | +43.6% | -15.8% | +17.6% |
| YTD | +26.7% | +56.8% | -30.1% | +13.9% |
| 1Y | +28.9% | -1.3% | +30.2% | +25.7% |
| 3Y | +160.7% | -25.4% | +186.1% | +163.8% |
| 5Y | +150.2% | -53.9% | +204.1% | +172.1% |
| 10Y | +517.5% | +0.7% | +516.9% | +451.3% |
| All | +576.6% | +2.8% | +573.8% | +512.3% |
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