+1,515.1%
SPY vs KMX
+475.4%
+1,039.7%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.0% | -1.4% | -0.6% |
| 7D | +0.1% | +1.9% | -1.8% | -0.2% |
| 30D | +0.1% | +11.7% | -11.6% | -1.9% |
| 3M | +2.0% | +34.9% | -32.9% | -3.5% |
| 6M | +13.0% | +50.3% | -37.2% | +4.4% |
| YTD | +13.5% | +63.8% | -50.2% | +3.0% |
| 1Y | +20.0% | +3.8% | +16.1% | +16.1% |
| 3Y | +77.2% | -24.3% | +101.5% | +77.8% |
| 5Y | +81.9% | -50.2% | +132.1% | +90.9% |
| 10Y | +314.1% | +5.4% | +308.7% | +273.2% |
| All | +1,515.1% | +475.4% | +1,039.7% | +939.0% |
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 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