-85.9%
SPXS vs KMX
-54.8%
-31.1%
-90.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.4% | +1.5% | +2.1% |
| 7D | +6.4% | -3.4% | +9.8% | +4.4% |
| 30D | +6.0% | +4.0% | +2.0% | +8.6% |
| 3M | -11.6% | +24.8% | -36.4% | +1.8% |
| 6M | -28.7% | +43.6% | -72.3% | -9.2% |
| YTD | -26.3% | +56.6% | -82.9% | +0.5% |
| 1Y | -34.9% | +2.2% | -37.2% | -31.0% |
| 3Y | -79.5% | -25.4% | -54.0% | -79.6% |
| 5Y | -85.9% | -55.0% | -30.9% | -87.0% |
| All | -85.9% | -54.8% | -31.1% | -87.0% |
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