-100.0%
SPXS vs KMX
+645.9%
-745.9%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -4.3% | +5.9% | -1.7% |
| 7D | -1.5% | -0.7% | -0.8% | -2.0% |
| 30D | +3.7% | +4.1% | -0.4% | +7.3% |
| 3M | -9.6% | +27.5% | -37.1% | +11.2% |
| 6M | -32.4% | +43.6% | -76.0% | -7.1% |
| YTD | -28.7% | +56.8% | -85.4% | +6.8% |
| 1Y | -38.1% | -1.3% | -36.8% | -34.8% |
| 3Y | -80.1% | -25.4% | -54.7% | -80.4% |
| 5Y | -85.9% | -53.9% | -32.0% | -87.6% |
| 10Y | -99.5% | +0.7% | -100.2% | -98.5% |
| All | -100.0% | +645.9% | -745.9% | -99.8% |
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