+311.2%
SPY vs KMX
+10.2%
+301.1%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.4% | -1.0% | -0.7% |
| 7D | -2.0% | -3.4% | +1.4% | -1.2% |
| 30D | -1.7% | +4.0% | -5.7% | -2.6% |
| 3M | +4.7% | +24.8% | -20.0% | -1.2% |
| 6M | +12.5% | +43.6% | -31.1% | +1.8% |
| YTD | +11.7% | +56.6% | -44.9% | -1.7% |
| 1Y | +17.5% | +2.2% | +15.2% | +12.9% |
| 3Y | +76.6% | -25.4% | +102.0% | +79.0% |
| 5Y | +82.0% | -55.0% | +137.0% | +103.3% |
| All | +311.2% | +10.2% | +301.1% | +251.6% |
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