-100.0%
SPXU vs KMX
+345.6%
-445.6%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.5% | +1.9% | +1.1% |
| 7D | +1.3% | -1.9% | +3.1% | 0.0% |
| 30D | +5.1% | +2.6% | +2.6% | +7.4% |
| 3M | -9.1% | +25.6% | -34.7% | +9.6% |
| 6M | -29.6% | +41.9% | -71.4% | -5.3% |
| YTD | -27.7% | +56.0% | -83.7% | +6.4% |
| 1Y | -37.0% | -1.8% | -35.2% | -33.9% |
| 3Y | -80.2% | -25.7% | -54.4% | -80.4% |
| 5Y | -86.0% | -54.7% | -31.3% | -87.8% |
| 10Y | -99.5% | +9.2% | -108.7% | -98.5% |
| All | -100.0% | +345.6% | -445.6% | -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