-99.5%
SPXS vs KMX
+11.6%
-111.1%
-99.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +1.3% | -3.7% | -1.5% |
| 7D | +2.5% | -3.1% | +5.6% | +0.4% |
| 30D | +4.2% | +4.4% | -0.2% | +7.6% |
| 3M | -9.3% | +18.9% | -28.2% | +3.6% |
| 6M | -30.7% | +44.3% | -75.0% | -7.5% |
| YTD | -28.1% | +58.7% | -86.8% | +4.4% |
| 1Y | -35.1% | +0.1% | -35.2% | -31.5% |
| 3Y | -79.6% | -24.4% | -55.2% | -79.6% |
| 5Y | -86.3% | -54.4% | -31.9% | -87.9% |
| All | -99.5% | +11.6% | -111.1% | -98.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling