+110.6%
SPOT vs KMX
-54.8%
+165.4%
-76.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.4% | -0.6% | -0.4% |
| 7D | -6.9% | -3.4% | -3.5% | -5.9% |
| 30D | +4.1% | +4.0% | +0.1% | +2.9% |
| 3M | +3.7% | +24.8% | -21.1% | -3.4% |
| 6M | -1.6% | +43.6% | -45.2% | -13.1% |
| YTD | -10.2% | +56.6% | -66.8% | -23.2% |
| 1Y | -25.9% | +2.2% | -28.1% | -28.9% |
| 3Y | +235.6% | -25.4% | +261.0% | +242.7% |
| 5Y | +110.6% | -55.0% | +165.6% | +158.2% |
| All | +110.6% | -54.8% | +165.4% | +158.2% |
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